Arch Resources (Germany) Market Value
| ACCA Stock | EUR 133.30 4.75 3.44% |
| Symbol | Arch |
Arch Resources '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 Arch Resources' 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 Arch Resources.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in Arch Resources on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Arch Resources or generate 0.0% return on investment in Arch Resources over 30 days. Arch Resources is related to or competes with Aya Gold, Mitsubishi Materials, Hyster-Yale Materials, AIR PRODCHEMICALS, NEWELL RUBBERMAID, and Perseus Mining. Arch Coal, Inc. produces and sells thermal and metallurgical coal from surface and underground mines More
Arch Resources 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 Arch Resources' 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 Arch Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.0745 | |||
| Maximum Drawdown | 14.05 | |||
| Value At Risk | (2.79) | |||
| Potential Upside | 5.25 |
Arch Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arch Resources' standard deviation. In reality, there are many statistical measures that can use Arch Resources historical prices to predict the future Arch Resources' volatility.| Risk Adjusted Performance | 0.0765 | |||
| Jensen Alpha | 0.1937 | |||
| Total Risk Alpha | 0.141 | |||
| Sortino Ratio | 0.1095 | |||
| Treynor Ratio | (39.51) |
Arch Resources Backtested Returns
At this point, Arch Resources is very steady. Arch Resources secures Sharpe Ratio (or Efficiency) of 0.0179, which signifies that the company had a 0.0179% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Arch Resources, which you can use to evaluate the volatility of the firm. Please confirm Arch Resources' risk adjusted performance of 0.0765, and Mean Deviation of 1.58 to double-check if the risk estimate we provide is consistent with the expected return of 0.0427%. Arch Resources has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0049, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arch Resources are expected to decrease at a much lower rate. During the bear market, Arch Resources is likely to outperform the market. Arch Resources right now shows a risk of 2.38%. Please confirm Arch Resources market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Arch Resources will be following its price patterns.
Auto-correlation | 0.32 |
Below average predictability
Arch Resources has below average predictability. Overlapping area represents the amount of predictability between Arch Resources time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th 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 Arch Resources price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Arch Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 10.22 |
Arch Resources lagged returns against current returns
Autocorrelation, which is Arch Resources 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 Arch Resources' stock expected returns. We can calculate the autocorrelation of Arch Resources returns to help us make a trade decision. For example, suppose you find that Arch Resources 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 |
Arch Resources 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 Arch Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arch Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arch Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Arch Resources Lagged Returns
When evaluating Arch Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arch Resources stock have on its future price. Arch Resources 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, Arch Resources autocorrelation shows the relationship between Arch Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Arch Resources.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Arch Stock
When determining whether Arch Resources offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Arch Resources' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Arch Resources Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Arch Resources Stock:Check out Arch Resources Correlation, Arch Resources Volatility and Arch Resources Alpha and Beta module to complement your research on Arch Resources. 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 Equity Valuation module to check real value of public entities based on technical and fundamental data.
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.