Arca Institutional Index Price on October 29, 2024
| XII Index | 3,133 38.83 1.26% |
Below is the normalized historical share price chart for ARCA Institutional extending back to October 02, 1986. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of ARCA Institutional stands at 3,133, as last reported on the 25th of December, with the highest price reaching 3,133 and the lowest price hitting 3,094 during the day.
If you're considering investing in ARCA Index, it is important to understand the factors that can impact its price. ARCA Institutional retains Efficiency (Sharpe Ratio) of 0.14, which signifies that the index had a 0.14% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for ARCA Institutional, which you can use to evaluate the volatility of the entity. ARCA Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.1429
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| Cash | XII | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average ARCA Institutional is performing at about 11% 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 ARCA Institutional by adding it to a well-diversified portfolio.
ARCA Institutional Valuation on October 29, 2024
It is possible to determine the worth of ARCA Institutional on a given historical date. On October 29, 2024 ARCA was worth 2953.34 at the beginning of the trading date compared to the closed value of 2964.65. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of ARCA Institutional index. Still, in general, we apply an absolute valuation method to find ARCA Institutional's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of ARCA Institutional where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against ARCA Institutional's related companies.
| Open | High | Low | Close | Volume | |
| 2,953 | 2,967 | 2,953 | 2,953 | 1.00 | |
10/29/2024 | 2,953 | 2,973 | 2,945 | 2,965 | 1.00 |
| 2,965 | 2,970 | 2,944 | 2,950 | 1.00 |
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ARCA Institutional Trading Date Momentum on October 29, 2024
| On October 30 2024 ARCA Institutional was traded for 2,950 at the closing time. The highest price during the trading period was 2,970 and the lowest recorded bid was listed for 2,944 . There was no trading activity during the period 1.0. Lack of trading volume on October 30, 2024 contributed to the next trading day price decline. The trading price change to the next closing price was 0.50% . The overall trading delta to the current price is 2.27% . |
Price Boundaries
ARCA Institutional Period Price Range
Low | December 25, 2024
| High |
0.00 | 0.00 |
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ARCA Institutional December 25, 2024 Market Strength
Market strength indicators help investors to evaluate how ARCA Institutional index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ARCA Institutional shares will generate the highest return on investment. By undertsting and applying ARCA Institutional index market strength indicators, traders can identify ARCA Institutional entry and exit signals to maximize returns
ARCA Institutional Technical Drivers
ARCA Institutional December 25, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for ARCA Institutional's price direction in advance. Along with the technical and fundamental analysis of ARCA Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of ARCA to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1228 | |||
| Mean Deviation | 0.5934 | |||
| Semi Deviation | 0.8283 | |||
| Downside Deviation | 1.02 | |||
| Coefficient Of Variation | 653.52 | |||
| Standard Deviation | 0.842 | |||
| Variance | 0.709 | |||
| Information Ratio | 0.0999 | |||
| Total Risk Alpha | 0.0823 | |||
| Sortino Ratio | 0.0828 | |||
| Maximum Drawdown | 5.38 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.26 | |||
| Downside Variance | 1.03 | |||
| Semi Variance | 0.686 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.96) | |||
| Kurtosis | 3.02 |
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