Arrow Reserve Capital Etf Market Value
| ARCM Etf | USD 100.35 0.02 0.02% |
| Symbol | Arrow |
The market value of Arrow Reserve Capital is measured differently than its book value, which is the value of Arrow that is recorded on the company's balance sheet. Investors also form their own opinion of Arrow Reserve's value that differs from its market value or its book value, called intrinsic value, which is Arrow Reserve's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Arrow Reserve's market value can be influenced by many factors that don't directly affect Arrow Reserve's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Arrow Reserve's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arrow Reserve is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arrow Reserve'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.
Arrow Reserve '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 Arrow Reserve's etf 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 Arrow Reserve.
| 01/12/2023 |
| 12/02/2024 |
If you would invest 0.00 in Arrow Reserve on January 12, 2023 and sell it all today you would earn a total of 0.00 from holding Arrow Reserve Capital or generate 0.0% return on investment in Arrow Reserve over 690 days. Arrow Reserve is related to or competes with FlexShares Core, Anfield Universal, American Customer, and WisdomTree Interest. The fund invests in a variety of domestic fixed income securities More
Arrow Reserve 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 Arrow Reserve's etf 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 Arrow Reserve Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0142 | |||
| Information Ratio | (5.32) | |||
| Maximum Drawdown | 0.0899 | |||
| Value At Risk | (0.01) | |||
| Potential Upside | 0.0604 |
Arrow Reserve Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arrow Reserve's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arrow Reserve's standard deviation. In reality, there are many statistical measures that can use Arrow Reserve historical prices to predict the future Arrow Reserve's volatility.| Risk Adjusted Performance | 0.3016 | |||
| Jensen Alpha | 0.0082 | |||
| Total Risk Alpha | 0.0048 | |||
| Sortino Ratio | (8.41) | |||
| Treynor Ratio | 2.95 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arrow Reserve'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.
Arrow Reserve Capital Backtested Returns
As of now, Arrow Etf is very steady. Arrow Reserve Capital secures Sharpe Ratio (or Efficiency) of 0.82, which signifies that the etf had a 0.82% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Arrow Reserve Capital, which you can use to evaluate the volatility of the entity. Please confirm Arrow Reserve's Mean Deviation of 0.0175, risk adjusted performance of 0.3016, and Coefficient Of Variation of 120.78 to double-check if the risk estimate we provide is consistent with the expected return of 0.0179%. The etf shows a Beta (market volatility) of 0.0029, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arrow Reserve's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arrow Reserve is expected to be smaller as well.
Auto-correlation | 0.97 |
Excellent predictability
Arrow Reserve Capital has excellent predictability. Overlapping area represents the amount of predictability between Arrow Reserve time series from 12th of January 2023 to 23rd of December 2023 and 23rd of December 2023 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arrow Reserve Capital price movement. The serial correlation of 0.97 indicates that 97.0% of current Arrow Reserve price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.97 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 2.14 |
Arrow Reserve Capital lagged returns against current returns
Autocorrelation, which is Arrow Reserve etf'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 Arrow Reserve's etf expected returns. We can calculate the autocorrelation of Arrow Reserve returns to help us make a trade decision. For example, suppose you find that Arrow Reserve has exhibited high autocorrelation historically, and you observe that the etf 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 |
Arrow Reserve 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 Arrow Reserve etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arrow Reserve etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arrow Reserve etf over time.
Current vs Lagged Prices |
| Timeline |
Arrow Reserve Lagged Returns
When evaluating Arrow Reserve's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arrow Reserve etf have on its future price. Arrow Reserve 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, Arrow Reserve autocorrelation shows the relationship between Arrow Reserve etf current value and its past values and can show if there is a momentum factor associated with investing in Arrow Reserve Capital.
Regressed Prices |
| Timeline |
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Arrow Reserve technical etf 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, etf market cycles, or different charting patterns.