Arcadis Nv Stock Market Value
| ARCAY Stock | USD 51.20 3.52 6.43% |
| Symbol | Arcadis |
Arcadis NV 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Arcadis NV's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Arcadis NV.
| 01/02/2025 |
| 03/03/2025 |
If you would invest 0.00 in Arcadis NV on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Arcadis NV or generate 0.0% return on investment in Arcadis NV over 60 days. Arcadis NV is related to or competes with Arcadis NV, BE Semiconductor, Arkema SA, Assa Abloy, and Auckland International. Arcadis NV operates as a design and consultancy firm for natural and built assets worldwide More
Arcadis NV Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Arcadis NV's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Arcadis NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 10.41 | |||
| Value At Risk | (6.22) | |||
| Potential Upside | 0.923 |
Arcadis NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arcadis NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arcadis NV's standard deviation. In reality, there are many statistical measures that can use Arcadis NV historical prices to predict the future Arcadis NV's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.50) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (2.28) |
Arcadis NV Backtested Returns
Arcadis NV secures Sharpe Ratio (or Efficiency) of -0.24, which signifies that the company had a -0.24 % return per unit of standard deviation over the last 3 months. Arcadis NV exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arcadis NV's risk adjusted performance of (0.17), and Mean Deviation of 1.16 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arcadis NV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arcadis NV is expected to be smaller as well. At this point, Arcadis NV has a negative expected return of -0.49%. Please make sure to confirm Arcadis NV's variance, as well as the relationship between the potential upside and day median price , to decide if Arcadis NV performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Arcadis NV has weak predictability. Overlapping area represents the amount of predictability between Arcadis NV time series from 2nd of January 2025 to 1st of February 2025 and 1st of February 2025 to 3rd of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arcadis NV price movement. The serial correlation of 0.22 indicates that over 22.0% of current Arcadis NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 2.86 |
Arcadis NV lagged returns against current returns
Autocorrelation, which is Arcadis NV pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Arcadis NV's pink sheet expected returns. We can calculate the autocorrelation of Arcadis NV returns to help us make a trade decision. For example, suppose you find that Arcadis NV has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Arcadis NV regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Arcadis NV pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arcadis NV pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arcadis NV pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Arcadis NV Lagged Returns
When evaluating Arcadis NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arcadis NV pink sheet have on its future price. Arcadis NV autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Arcadis NV autocorrelation shows the relationship between Arcadis NV pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Arcadis NV.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Arcadis Pink Sheet Analysis
When running Arcadis NV's price analysis, check to measure Arcadis NV's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Arcadis NV is operating at the current time. Most of Arcadis NV's value examination focuses on studying past and present price action to predict the probability of Arcadis NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arcadis NV's price. Additionally, you may evaluate how the addition of Arcadis NV to your portfolios can decrease your overall portfolio volatility.