Arcadis NV (Netherlands) Market Value
| ARCAD Stock | EUR 55.10 0.05 0.09% |
| Symbol | Arcadis |
Arcadis NV '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 Arcadis NV'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 Arcadis NV.
| 12/26/2024 |
| 01/25/2025 |
If you would invest 0.00 in Arcadis NV on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Arcadis NV or generate 0.0% return on investment in Arcadis NV over 30 days. Arcadis NV is related to or competes with Aalberts Industries, TKH Group, Koninklijke BAM, SBM Offshore, and Corbion NV. Arcadis NV operates as a design and consultancy firm for natural and built assets worldwide More
Arcadis NV 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 Arcadis NV'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 Arcadis NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 7.33 | |||
| Value At Risk | (2.77) | |||
| Potential Upside | 1.65 |
Arcadis NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arcadis NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arcadis NV's standard deviation. In reality, there are many statistical measures that can use Arcadis NV historical prices to predict the future Arcadis NV's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | (1.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arcadis NV's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Arcadis NV Backtested Returns
Arcadis NV secures Sharpe Ratio (or Efficiency) of -0.19, which signifies that the company had a -0.19 % return per unit of standard deviation over the last 3 months. Arcadis NV exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arcadis NV's risk adjusted performance of (0.15), and Mean Deviation of 0.9779 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arcadis NV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arcadis NV is expected to be smaller as well. At this point, Arcadis NV has a negative expected return of -0.25%. Please make sure to confirm Arcadis NV's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if Arcadis NV performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.28 |
Weak reverse predictability
Arcadis NV has weak reverse predictability. Overlapping area represents the amount of predictability between Arcadis NV time series from 26th of December 2024 to 10th of January 2025 and 10th of January 2025 to 25th 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 Arcadis NV price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Arcadis NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.87 |
Arcadis NV lagged returns against current returns
Autocorrelation, which is Arcadis NV 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 Arcadis NV's stock expected returns. We can calculate the autocorrelation of Arcadis NV returns to help us make a trade decision. For example, suppose you find that Arcadis NV 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 |
Arcadis NV 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 Arcadis NV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arcadis NV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arcadis NV stock over time.
Current vs Lagged Prices |
| Timeline |
Arcadis NV Lagged Returns
When evaluating Arcadis NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arcadis NV stock have on its future price. Arcadis NV 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, Arcadis NV autocorrelation shows the relationship between Arcadis NV stock current value and its past values and can show if there is a momentum factor associated with investing in Arcadis NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Arcadis Stock
Arcadis NV financial ratios help investors to determine whether Arcadis 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 Arcadis with respect to the benefits of owning Arcadis NV security.