Arch Resources Stock Alpha and Beta Analysis
| ARCH Stock | USD 173.64 1.05 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arch Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arch Resources over a specified time horizon. Remember, high Arch Resources' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Arch Resources' market risk premium analysis include:
Beta 2.21 | Alpha 0.31 | Risk 2.44 | Sharpe Ratio 0.22 | Expected Return 0.52 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Arch |
Arch Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arch Resources market risk premium is the additional return an investor will receive from holding Arch Resources long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Arch Resources. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Arch Resources' performance over market.| α | 0.31 | β | 2.21 |
Arch Resources expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Arch Resources' Buy-and-hold return. Our buy-and-hold chart shows how Arch Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arch Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how Arch Resources stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arch Resources shares will generate the highest return on investment. By understating and applying Arch Resources stock market price indicators, traders can identify Arch Resources position entry and exit signals to maximize returns.
Arch Resources Return and Market Media
The median price of Arch Resources for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 140.88 with a coefficient of variation of 10.77. The daily time series for the period is distributed with a sample standard deviation of 15.22, arithmetic mean of 141.38, and mean deviation of 11.73. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Arch Resources dividend paid on 13th of September 2024 | 09/13/2024 |
1 | Acquisition by Patrick Kriegshauser of tradable shares of Arch Resources subject to Rule 16b-3 | 09/16/2024 |
2 | Arch Therapeutics to Present AC5 Advanced Wound System at the 2024 Symposium on Advanced Wound Care Fall Meeting | 10/01/2024 |
3 | Disposition of 3317 shares by Paul Demzik of Arch Resources subject to Rule 16b-3 | 10/04/2024 |
4 | Disposition of 1683 shares by Matthew Giljum of Arch Resources subject to Rule 16b-3 | 10/11/2024 |
5 | Analysts Estimate Arch Resources to Report a Decline in Earnings What to Look Out for | 10/17/2024 |
6 | Jade Capital Advisors LLC Invests 691,000 in Arch Resources, Inc. | 10/22/2024 |
7 | FCG Investment Co Invests 1.01 Million in Arch Resources, Inc. | 10/28/2024 |
8 | Arch Resources to Release Quarterly Earnings on Tuesday | 11/04/2024 |
9 | Arch Resources Posts Earnings Results, Misses Expectations By 2.17 EPS | 11/05/2024 |
10 | Q3 2024 Arch Resources Inc Earnings Call Transcript | 11/06/2024 |
11 | Arch Resources Earns Hold Rating from Analysts at StockNews.com | 11/07/2024 |
12 | Earnings call American Resources details strategic growth and spin-offs | 11/15/2024 |
13 | SHAREHOLDER INVESTIGATION The MA Class Action Firm Continues to Investigate the Mergers ... | 11/20/2024 |
About Arch Resources Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Arch or other stocks. Alpha measures the amount that position in Arch Resources has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.002738 | 0.19 | 0.0681 | 0.0362 | Price To Sales Ratio | 0.63 | 0.66 | 0.96 | 1.01 |
Arch Resources Upcoming Company Events
As portrayed in its financial statements, the presentation of Arch Resources' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arch Resources' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arch Resources' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arch Resources. Please utilize our Beneish M Score to check the likelihood of Arch Resources' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Arch Resources
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Check out Arch Resources Backtesting, Arch Resources Valuation, Arch Resources Correlation, Arch Resources Hype Analysis, Arch Resources Volatility, Arch Resources History and analyze Arch Resources Performance. For more detail on how to invest in Arch Stock please use our How to Invest in Arch Resources guide.You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Arch Resources technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.