Arch Indices Advisors Etf Performance
| VWI Etf | 27.36 0.00 0.00% |
The etf shows a Beta (market volatility) of -0.0678, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arch Indices are expected to decrease at a much lower rate. During the bear market, Arch Indices is likely to outperform the market.
Risk-Adjusted Performance
9 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Arch Indices Advisors are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong basic indicators, Arch Indices is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders. ...more
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Arch Indices Relative Risk vs. Return Landscape
If you would invest 2,720 in Arch Indices Advisors on November 2, 2024 and sell it today you would earn a total of 16.00 from holding Arch Indices Advisors or generate 0.59% return on investment over 90 days. Arch Indices Advisors is generating 0.0349% of daily returns assuming volatility of 0.2815% on return distribution over 90 days investment horizon. In other words, 2% of etfs are less volatile than Arch, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
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Arch Indices Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Indices' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Arch Indices Advisors, and traders can use it to determine the average amount a Arch Indices' 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 = 0.1239
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| Negative Returns | VWI |
Estimated Market Risk
| 0.28 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Arch Indices is performing at about 9% of its full potential. 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 Indices by adding it to a well-diversified portfolio.
Arch Indices Fundamentals Growth
Arch Etf prices reflect investors' perceptions of the future prospects and financial health of Arch Indices, and Arch Indices 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 Etf performance.
About Arch Indices Performance
By evaluating Arch Indices' fundamental ratios, stakeholders can gain valuable insights into Arch Indices' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Arch Indices has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Arch Indices has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
| Arch Indices is not yet fully synchronised with the market data |
Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in housing. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
The market value of Arch Indices Advisors is measured differently than its book value, which is the value of Arch that is recorded on the company's balance sheet. Investors also form their own opinion of Arch Indices' value that differs from its market value or its book value, called intrinsic value, which is Arch Indices' 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 Arch Indices' market value can be influenced by many factors that don't directly affect Arch Indices' 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 Arch Indices' value and its price as these two are different measures arrived at by different means. Investors typically determine if Arch Indices is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arch Indices' 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.