Arch Capital Group Preferred Stock Performance
| ACGLN Preferred Stock | USD 19.97 0.20 1.01% |
The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arch Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arch Capital is expected to be smaller as well. At this point, Arch Capital Group has a negative expected return of -0.002%. Please make sure to confirm Arch Capital's 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 Capital Group performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Arch Capital Group has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy essential indicators, Arch Capital is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
Actual Historical Performance (%)
One Day Return 0.4 | Five Day Return (0.55) | Year To Date Return 0.15 | Ten Year Return (19.80) | All Time Return (19.80) |
| Begin Period Cash Flow | 1.3 B | |
| Total Cashflows From Investing Activities | -2.1 B |
Arch |
Arch Capital Relative Risk vs. Return Landscape
If you would invest 2,003 in Arch Capital Group on August 24, 2024 and sell it today you would lose (6.00) from holding Arch Capital Group or give up 0.3% of portfolio value over 90 days. Arch Capital Group is currently producing negative expected returns and takes up 0.7425% volatility of returns over 90 trading days. Put another way, 6% of traded preferred stocks are less volatile than Arch, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Arch Capital Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Capital's investment risk. Standard deviation is the most common way to measure market volatility of preferred stocks, such as Arch Capital Group, and traders can use it to determine the average amount a Arch Capital's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0027
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ACGLN |
Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Arch Capital is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Arch Capital by adding Arch Capital to a well-diversified portfolio.
Arch Capital Fundamentals Growth
Arch Preferred Stock prices reflect investors' perceptions of the future prospects and financial health of Arch Capital, and Arch Capital fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Arch Preferred Stock performance.
| Return On Equity | 0.0987 | ||||
| Return On Asset | 0.016 | ||||
| Profit Margin | 0.14 % | ||||
| Operating Margin | 0.13 % | ||||
| Current Valuation | 11.12 B | ||||
| Price To Earning | 3.85 X | ||||
| Revenue | 8.93 B | ||||
| EBITDA | 2.51 B | ||||
| Cash And Equivalents | 2.75 B | ||||
| Cash Per Share | 7.54 X | ||||
| Total Debt | 2.72 B | ||||
| Debt To Equity | 0.23 % | ||||
| Book Value Per Share | 29.86 X | ||||
| Cash Flow From Operations | 3.43 B | ||||
| Earnings Per Share | 4.69 X | ||||
| Total Asset | 45.1 B | ||||
About Arch Capital Performance
By examining Arch Capital's fundamental ratios, stakeholders can obtain critical insights into Arch Capital's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Arch Capital is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Arch Capital Group Ltd., together with its subsidiaries, provides insurance, reinsurance, and mortgage insurance products worldwide. The company was incorporated in 1995 and is based in Pembroke, Bermuda. Arch Capital operates under InsuranceDiversified classification in the United States and is traded on NASDAQ Exchange. It employs 5200 people.Things to note about Arch Capital Group performance evaluation
Checking the ongoing alerts about Arch Capital for important developments is a great way to find new opportunities for your next move. Preferred Stock alerts and notifications screener for Arch Capital Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Arch Capital Group generated a negative expected return over the last 90 days |
- Analyzing Arch Capital's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Arch Capital's stock is overvalued or undervalued compared to its peers.
- Examining Arch Capital's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Arch Capital's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arch Capital's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Arch Capital's preferred stock. These opinions can provide insight into Arch Capital's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Arch Preferred Stock
Arch Capital financial ratios help investors to determine whether Arch Preferred 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 Capital security.