Arkema SA (France) Market Value

AKE Stock  EUR 82.65  2.55  3.18%   
Arkema SA's market value is the price at which a share of Arkema SA trades on a public exchange. It measures the collective expectations of Arkema SA investors about its performance. Arkema SA is trading at 82.65 as of the 16th of March 2025, a 3.18% up since the beginning of the trading day. The stock's open price was 80.1.
With this module, you can estimate the performance of a buy and hold strategy of Arkema SA and determine expected loss or profit from investing in Arkema SA over a given investment horizon. Check out Arkema SA Correlation, Arkema SA Volatility and Arkema SA Alpha and Beta module to complement your research on Arkema SA.
Symbol

Please note, there is a significant difference between Arkema SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arkema SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arkema SA'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.

Arkema SA '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 Arkema SA'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 Arkema SA.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in Arkema SA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Arkema SA or generate 0.0% return on investment in Arkema SA over 90 days. Arkema SA is related to or competes with Legrand SA, Eiffage SA, Imerys SA, Bureau Veritas, and Compagnie. Arkema S.A. manufactures and sells specialty chemicals and advanced materials worldwide More

Arkema SA 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 Arkema SA'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 Arkema SA upside and downside potential and time the market with a certain degree of confidence.

Arkema SA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Arkema SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arkema SA's standard deviation. In reality, there are many statistical measures that can use Arkema SA historical prices to predict the future Arkema SA's volatility.
Hype
Prediction
LowEstimatedHigh
80.2882.6585.02
Details
Intrinsic
Valuation
LowRealHigh
64.7967.1690.92
Details
Naive
Forecast
LowNextHigh
81.6784.0486.40
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
70.2277.8785.53
Details

Arkema SA Backtested Returns

Arkema SA appears to be very steady, given 3 months investment horizon. Arkema SA secures Sharpe Ratio (or Efficiency) of 0.088, which signifies that the company had a 0.088 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Arkema SA, which you can use to evaluate the volatility of the firm. Please makes use of Arkema SA's Downside Deviation of 2.1, risk adjusted performance of 0.0463, and Mean Deviation of 1.67 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arkema SA holds a performance score of 6. The firm shows a Beta (market volatility) of 0.98, which signifies possible diversification benefits within a given portfolio. Arkema SA returns are very sensitive to returns on the market. As the market goes up or down, Arkema SA is expected to follow. Please check Arkema SA's coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Arkema SA's price patterns will revert.

Auto-correlation

    
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No correlation between past and present

Arkema SA has no correlation between past and present. Overlapping area represents the amount of predictability between Arkema SA time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 Arkema SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Arkema SA price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.16
Residual Average0.0
Price Variance6.44

Arkema SA lagged returns against current returns

Autocorrelation, which is Arkema SA 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 Arkema SA's stock expected returns. We can calculate the autocorrelation of Arkema SA returns to help us make a trade decision. For example, suppose you find that Arkema SA 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  

Arkema SA 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 Arkema SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arkema SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arkema SA stock over time.
   Current vs Lagged Prices   
       Timeline  

Arkema SA Lagged Returns

When evaluating Arkema SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arkema SA stock have on its future price. Arkema SA 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, Arkema SA autocorrelation shows the relationship between Arkema SA stock current value and its past values and can show if there is a momentum factor associated with investing in Arkema SA.
   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.

Other Information on Investing in Arkema Stock

Arkema SA financial ratios help investors to determine whether Arkema Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Arkema with respect to the benefits of owning Arkema SA security.