Arcadyan Technology's market value is the price at which a share of Arcadyan Technology trades on a public exchange. It measures the collective expectations of Arcadyan Technology Corp investors about its performance. Arcadyan Technology is selling for under 178.00 as of the 18th of January 2025; that is 0.84% down since the beginning of the trading day. The stock's lowest day price was 177.0. With this module, you can estimate the performance of a buy and hold strategy of Arcadyan Technology Corp and determine expected loss or profit from investing in Arcadyan Technology over a given investment horizon. Check out Arcadyan Technology Correlation, Arcadyan Technology Volatility and Arcadyan Technology Alpha and Beta module to complement your research on Arcadyan Technology.
Please note, there is a significant difference between Arcadyan Technology's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arcadyan Technology is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arcadyan Technology's 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.
Arcadyan Technology '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 Arcadyan Technology's 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 Arcadyan Technology.
0.00
12/19/2024
No Change 0.00
0.0
In 31 days
01/18/2025
0.00
If you would invest 0.00 in Arcadyan Technology on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Arcadyan Technology Corp or generate 0.0% return on investment in Arcadyan Technology over 30 days. Arcadyan Technology is related to or competes with Sercomm Corp, Wistron NeWeb, Accton Technology, Gemtek Technology, and Kinsus Interconnect. Arcadyan Technology Corporation, together with its subsidiaries, manufactures and sells broadband access, multimedia, an... More
Arcadyan Technology 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 Arcadyan Technology's 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 Arcadyan Technology Corp upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arcadyan Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arcadyan Technology's standard deviation. In reality, there are many statistical measures that can use Arcadyan Technology historical prices to predict the future Arcadyan Technology's volatility.
Arcadyan Technology appears to be very steady, given 3 months investment horizon. Arcadyan Technology Corp secures Sharpe Ratio (or Efficiency) of 0.0957, which signifies that the company had a 0.0957% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Arcadyan Technology Corp, which you can use to evaluate the volatility of the firm. Please makes use of Arcadyan Technology's risk adjusted performance of 0.0858, and Mean Deviation of 1.81 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arcadyan Technology holds a performance score of 7. The firm shows a Beta (market volatility) of -0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arcadyan Technology are expected to decrease at a much lower rate. During the bear market, Arcadyan Technology is likely to outperform the market. Please check Arcadyan Technology's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Arcadyan Technology's price patterns will revert.
Auto-correlation
-0.12
Insignificant reverse predictability
Arcadyan Technology Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Arcadyan Technology time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Arcadyan Technology Corp price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Arcadyan Technology price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.12
Spearman Rank Test
0.33
Residual Average
0.0
Price Variance
15.51
Arcadyan Technology Corp lagged returns against current returns
Autocorrelation, which is Arcadyan Technology 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 Arcadyan Technology's stock expected returns. We can calculate the autocorrelation of Arcadyan Technology returns to help us make a trade decision. For example, suppose you find that Arcadyan Technology has exhibited high autocorrelation historically, and you observe that the 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
Arcadyan Technology 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 Arcadyan Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arcadyan Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arcadyan Technology stock over time.
Current vs Lagged Prices
Timeline
Arcadyan Technology Lagged Returns
When evaluating Arcadyan Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arcadyan Technology stock have on its future price. Arcadyan Technology 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, Arcadyan Technology autocorrelation shows the relationship between Arcadyan Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Arcadyan Technology Corp.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Arcadyan Technology's price analysis, check to measure Arcadyan Technology's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Arcadyan Technology is operating at the current time. Most of Arcadyan Technology's value examination focuses on studying past and present price action to predict the probability of Arcadyan Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arcadyan Technology's price. Additionally, you may evaluate how the addition of Arcadyan Technology to your portfolios can decrease your overall portfolio volatility.