Ares Capital Stock Market Value
| ARCC Stock | USD 21.78 0.01 0.05% |
| Symbol | Ares |
Ares Capital Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Ares Capital. If investors know Ares will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Ares Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.28) | Dividend Share 1.92 | Earnings Share 2.6 | Revenue Per Share 4.868 | Quarterly Revenue Growth 0.183 |
The market value of Ares Capital is measured differently than its book value, which is the value of Ares that is recorded on the company's balance sheet. Investors also form their own opinion of Ares Capital's value that differs from its market value or its book value, called intrinsic value, which is Ares Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Ares Capital's market value can be influenced by many factors that don't directly affect Ares Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Ares Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ares Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ares Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ares Capital '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 Ares Capital's stock 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 Ares Capital.
| 10/22/2024 |
| 11/21/2024 |
If you would invest 0.00 in Ares Capital on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Ares Capital or generate 0.0% return on investment in Ares Capital over 30 days. Ares Capital is related to or competes with Triplepoint Venture, Sixth Street, Main Street, Capital Southwest, Gladstone Investment, PennantPark Floating, and Prospect Capital. Ares Capital Corporation is a business development company specializing in acquisition, recapitalization, mezzanine debt... More
Ares Capital 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 Ares Capital's stock 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 Ares Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.641 | |||
| Information Ratio | 0.0212 | |||
| Maximum Drawdown | 3.08 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 0.9376 |
Ares Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ares Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ares Capital's standard deviation. In reality, there are many statistical measures that can use Ares Capital historical prices to predict the future Ares Capital's volatility.| Risk Adjusted Performance | 0.1222 | |||
| Jensen Alpha | 0.0533 | |||
| Total Risk Alpha | 0.0238 | |||
| Sortino Ratio | 0.0221 | |||
| Treynor Ratio | 0.1837 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ares Capital's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ares Capital Backtested Returns
At this point, Ares Capital is very steady. Ares Capital secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Ares Capital, which you can use to evaluate the volatility of the firm. Please confirm Ares Capital's risk adjusted performance of 0.1222, and Mean Deviation of 0.5184 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. Ares Capital has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ares Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ares Capital is expected to be smaller as well. Ares Capital right now shows a risk of 0.67%. Please confirm Ares Capital jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if Ares Capital will be following its price patterns.
Auto-correlation | -0.66 |
Very good reverse predictability
Ares Capital has very good reverse predictability. Overlapping area represents the amount of predictability between Ares Capital time series from 22nd of October 2024 to 6th of November 2024 and 6th of November 2024 to 21st of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ares Capital price movement. The serial correlation of -0.66 indicates that around 66.0% of current Ares Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Ares Capital lagged returns against current returns
Autocorrelation, which is Ares Capital stock'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 Ares Capital's stock expected returns. We can calculate the autocorrelation of Ares Capital returns to help us make a trade decision. For example, suppose you find that Ares Capital has exhibited high autocorrelation historically, and you observe that the stock 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 |
Ares Capital 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 Ares Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ares Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ares Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Ares Capital Lagged Returns
When evaluating Ares Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ares Capital stock have on its future price. Ares Capital 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, Ares Capital autocorrelation shows the relationship between Ares Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Ares Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether Ares Capital offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Ares Capital's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ares Capital Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ares Capital Stock:Check out Ares Capital Correlation, Ares Capital Volatility and Ares Capital Alpha and Beta module to complement your research on Ares Capital. For information on how to trade Ares Stock refer to our How to Trade Ares Stock guide.You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Ares Capital technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.