Arch Therapeutics Stock Market Value
| ARTH Stock | USD 0.18 0.01 5.26% |
| Symbol | Arch |
Arch Therapeutics '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 Arch Therapeutics' otc 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 Arch Therapeutics.
| 02/14/2023 |
| 02/03/2025 |
If you would invest 0.00 in Arch Therapeutics on February 14, 2023 and sell it all today you would earn a total of 0.00 from holding Arch Therapeutics or generate 0.0% return on investment in Arch Therapeutics over 720 days. Arch Therapeutics is related to or competes with Antibe Therapeutics, and Cellectis. Arch Therapeutics, Inc., together with its subsidiaries, operates as a biotechnology company in the United States More
Arch Therapeutics 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 Arch Therapeutics' otc 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 Arch Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.21 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 67.86 | |||
| Value At Risk | (19.23) | |||
| Potential Upside | 20.69 |
Arch Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arch Therapeutics' standard deviation. In reality, there are many statistical measures that can use Arch Therapeutics historical prices to predict the future Arch Therapeutics' volatility.| Risk Adjusted Performance | 0.0103 | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (1.06) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0014 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arch Therapeutics' 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.
Arch Therapeutics Backtested Returns
Arch Therapeutics is out of control at the moment. Arch Therapeutics secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Arch Therapeutics, which you can use to evaluate the volatility of the firm. Please confirm Arch Therapeutics' risk adjusted performance of 0.0103, and Mean Deviation of 8.37 to double-check if the risk estimate we provide is consistent with the expected return of 0.0151%. The firm shows a Beta (market volatility) of 3.73, 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, Arch Therapeutics will likely underperform. Arch Therapeutics right now shows a risk of 13.02%. Please confirm Arch Therapeutics coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Arch Therapeutics will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Arch Therapeutics has no correlation between past and present. Overlapping area represents the amount of predictability between Arch Therapeutics time series from 14th of February 2023 to 9th of February 2024 and 9th of February 2024 to 3rd of February 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 Arch Therapeutics price movement. The serial correlation of 0.0 indicates that just 0.0% of current Arch Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Arch Therapeutics lagged returns against current returns
Autocorrelation, which is Arch Therapeutics otc 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 Arch Therapeutics' otc stock expected returns. We can calculate the autocorrelation of Arch Therapeutics returns to help us make a trade decision. For example, suppose you find that Arch Therapeutics has exhibited high autocorrelation historically, and you observe that the otc 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 |
Arch Therapeutics 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 Arch Therapeutics otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arch Therapeutics otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arch Therapeutics otc stock over time.
Current vs Lagged Prices |
| Timeline |
Arch Therapeutics Lagged Returns
When evaluating Arch Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arch Therapeutics otc stock have on its future price. Arch Therapeutics 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, Arch Therapeutics autocorrelation shows the relationship between Arch Therapeutics otc stock current value and its past values and can show if there is a momentum factor associated with investing in Arch Therapeutics.
Regressed Prices |
| Timeline |
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Other Information on Investing in Arch OTC Stock
Arch Therapeutics financial ratios help investors to determine whether Arch OTC Stock 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 Arch with respect to the benefits of owning Arch Therapeutics security.