Arcelormittal South Africa Stock Market Value
| ARCXF Stock | USD 0.07 0.01 12.27% |
| Symbol | ArcelorMittal |
ArcelorMittal South '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 ArcelorMittal South'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 ArcelorMittal South.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in ArcelorMittal South on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding ArcelorMittal South Africa or generate 0.0% return on investment in ArcelorMittal South over 180 days. ArcelorMittal South is related to or competes with Brightrock Gold, Tree Island, Cartier Resources, Group Ten, and Petra Diamonds. ArcelorMittal South Africa Ltd manufactures and sells long and flat steel products More
ArcelorMittal South 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 ArcelorMittal South'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 ArcelorMittal South Africa upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0837 | |||
| Maximum Drawdown | 70.23 |
ArcelorMittal South Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ArcelorMittal South's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ArcelorMittal South's standard deviation. In reality, there are many statistical measures that can use ArcelorMittal South historical prices to predict the future ArcelorMittal South's volatility.| Risk Adjusted Performance | 0.0756 | |||
| Jensen Alpha | 0.9037 | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ArcelorMittal South'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.
ArcelorMittal South Backtested Returns
ArcelorMittal South appears to be out of control, given 3 months investment horizon. ArcelorMittal South secures Sharpe Ratio (or Efficiency) of 0.0953, which signifies that the company had a 0.0953 % return per unit of standard deviation over the last 3 months. By analyzing ArcelorMittal South's technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please makes use of ArcelorMittal South's risk adjusted performance of 0.0756, and Mean Deviation of 1.74 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ArcelorMittal South holds a performance score of 7. The firm shows a Beta (market volatility) of -3.15, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ArcelorMittal South are expected to decrease by larger amounts. On the other hand, during market turmoil, ArcelorMittal South is expected to outperform it. Please check ArcelorMittal South's standard deviation and the relationship between the total risk alpha and period momentum indicator , to make a quick decision on whether ArcelorMittal South's price patterns will revert.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
ArcelorMittal South Africa has almost perfect reverse predictability. Overlapping area represents the amount of predictability between ArcelorMittal South time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 ArcelorMittal South price movement. The serial correlation of -0.75 indicates that around 75.0% of current ArcelorMittal South price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ArcelorMittal South lagged returns against current returns
Autocorrelation, which is ArcelorMittal South 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 ArcelorMittal South's pink sheet expected returns. We can calculate the autocorrelation of ArcelorMittal South returns to help us make a trade decision. For example, suppose you find that ArcelorMittal South 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 |
ArcelorMittal South 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 ArcelorMittal South pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ArcelorMittal South pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ArcelorMittal South pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ArcelorMittal South Lagged Returns
When evaluating ArcelorMittal South's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ArcelorMittal South pink sheet have on its future price. ArcelorMittal South 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, ArcelorMittal South autocorrelation shows the relationship between ArcelorMittal South pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ArcelorMittal South Africa.
Regressed Prices |
| Timeline |
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Other Information on Investing in ArcelorMittal Pink Sheet
ArcelorMittal South financial ratios help investors to determine whether ArcelorMittal Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ArcelorMittal with respect to the benefits of owning ArcelorMittal South security.