Arq Inc Stock Market Value
| ARQ Stock | 7.86 0.29 3.83% |
| Symbol | Arq |
Arq Inc Price To Book Ratio
Is Specialty Chemicals 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 Arq. If investors know Arq 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 Arq listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.05) | Revenue Per Share 3.199 | Quarterly Revenue Growth 0.243 | Return On Assets (0.02) | Return On Equity (0.02) |
The market value of Arq Inc is measured differently than its book value, which is the value of Arq that is recorded on the company's balance sheet. Investors also form their own opinion of Arq's value that differs from its market value or its book value, called intrinsic value, which is Arq'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 Arq's market value can be influenced by many factors that don't directly affect Arq'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 Arq's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arq is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arq'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.
Arq '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 Arq'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 Arq.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Arq on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding Arq Inc or generate 0.0% return on investment in Arq over 540 days. Arq is related to or competes with Playtika Holding, Virco Manufacturing, Femasys, Eastern, Acco Brands, Nike, and RBC Bearings. Arq is entity of United States. It is traded as Stock on NASDAQ exchange. More
Arq 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 Arq'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 Arq Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.44 | |||
| Information Ratio | 0.0581 | |||
| Maximum Drawdown | 26.26 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 8.92 |
Arq Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arq's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arq's standard deviation. In reality, there are many statistical measures that can use Arq historical prices to predict the future Arq's volatility.| Risk Adjusted Performance | 0.0755 | |||
| Jensen Alpha | 0.238 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.058 | |||
| Treynor Ratio | 0.3261 |
Arq Inc Backtested Returns
Arq appears to be slightly risky, given 3 months investment horizon. Arq Inc secures Sharpe Ratio (or Efficiency) of 0.0785, which signifies that the company had a 0.0785% return per unit of risk over the last 3 months. We have found thirty technical indicators for Arq Inc, which you can use to evaluate the volatility of the firm. Please makes use of Arq's Downside Deviation of 4.44, mean deviation of 2.94, and Risk Adjusted Performance of 0.0755 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arq holds a performance score of 6. The firm shows a Beta (market volatility) of 1.16, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Arq will likely underperform. Please check Arq's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Arq's price patterns will revert.
Auto-correlation | 0.20 |
Weak predictability
Arq Inc has weak predictability. Overlapping area represents the amount of predictability between Arq time series from 4th of June 2023 to 29th of February 2024 and 29th of February 2024 to 25th 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 Arq Inc price movement. The serial correlation of 0.2 indicates that over 20.0% of current Arq price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
Arq Inc lagged returns against current returns
Autocorrelation, which is Arq 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 Arq's stock expected returns. We can calculate the autocorrelation of Arq returns to help us make a trade decision. For example, suppose you find that Arq 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 |
Arq 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 Arq stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arq stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arq stock over time.
Current vs Lagged Prices |
| Timeline |
Arq Lagged Returns
When evaluating Arq's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arq stock have on its future price. Arq 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, Arq autocorrelation shows the relationship between Arq stock current value and its past values and can show if there is a momentum factor associated with investing in Arq Inc.
Regressed Prices |
| Timeline |
Pair Trading with Arq
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Arq position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Arq will appreciate offsetting losses from the drop in the long position's value.Moving against Arq Stock
| 0.64 | CLWT | Euro Tech Holdings | PairCorr |
| 0.56 | CP | Canadian Pacific Railway | PairCorr |
| 0.54 | SPEC | Spectaire Holdings | PairCorr |
| 0.49 | SCWO | 374Water Common Stock | PairCorr |
| 0.41 | CHNR | China Natural Resources | PairCorr |
The ability to find closely correlated positions to Arq could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arq when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Arq - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Arq Inc to buy it.
The correlation of Arq is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Arq moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arq Inc moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Arq can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Arq Stock Analysis
When running Arq's price analysis, check to measure Arq'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 Arq is operating at the current time. Most of Arq's value examination focuses on studying past and present price action to predict the probability of Arq's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arq's price. Additionally, you may evaluate how the addition of Arq to your portfolios can decrease your overall portfolio volatility.