Arena Group Holdings Stock Market Value
| AREN Stock | USD 1.68 0.07 4.00% |
| Symbol | Arena |
Is Movies & Entertainment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Arena Group. If investors know Arena will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Arena Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Arena Group Holdings is measured differently than its book value, which is the value of Arena that is recorded on the company's balance sheet. Investors also form their own opinion of Arena Group's value that differs from its market value or its book value, called intrinsic value, which is Arena Group'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 Arena Group's market value can be influenced by many factors that don't directly affect Arena Group'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 Arena Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arena Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arena Group'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.
Arena Group '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 Arena Group'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 Arena Group.
| 12/30/2024 |
| 03/30/2025 |
If you would invest 0.00 in Arena Group on December 30, 2024 and sell it all today you would earn a total of 0.00 from holding Arena Group Holdings or generate 0.0% return on investment in Arena Group over 90 days. Arena Group is related to or competes with Cerberus Cyber, Alta Equipment, AN2 Therapeutics, and KORE Group. The Arena Group Holdings, Inc., together with its subsidiaries, operates digital media platform the United States and in... More
Arena Group 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 Arena Group'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 Arena Group Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.28 | |||
| Information Ratio | 0.088 | |||
| Maximum Drawdown | 21.51 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 9.8 |
Arena Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arena Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arena Group's standard deviation. In reality, there are many statistical measures that can use Arena Group historical prices to predict the future Arena Group's volatility.| Risk Adjusted Performance | 0.0767 | |||
| Jensen Alpha | 0.381 | |||
| Total Risk Alpha | 0.7344 | |||
| Sortino Ratio | 0.0873 | |||
| Treynor Ratio | (0.86) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arena Group'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.
Arena Group Holdings Backtested Returns
Arena Group appears to be risky, given 3 months investment horizon. Arena Group Holdings secures Sharpe Ratio (or Efficiency) of 0.0797, which signifies that the company had a 0.0797 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Arena Group Holdings, which you can use to evaluate the volatility of the firm. Please makes use of Arena Group's mean deviation of 4.17, and Risk Adjusted Performance of 0.0767 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arena Group holds a performance score of 6. The firm shows a Beta (market volatility) of -0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Arena Group are expected to decrease at a much lower rate. During the bear market, Arena Group is likely to outperform the market. Please check Arena Group's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Arena Group's price patterns will revert.
Auto-correlation | 0.25 |
Poor predictability
Arena Group Holdings has poor predictability. Overlapping area represents the amount of predictability between Arena Group time series from 30th of December 2024 to 13th of February 2025 and 13th of February 2025 to 30th 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 Arena Group Holdings price movement. The serial correlation of 0.25 indicates that over 25.0% of current Arena Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Arena Group Holdings lagged returns against current returns
Autocorrelation, which is Arena Group 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 Arena Group's stock expected returns. We can calculate the autocorrelation of Arena Group returns to help us make a trade decision. For example, suppose you find that Arena Group 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 |
Arena Group 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 Arena Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arena Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arena Group stock over time.
Current vs Lagged Prices |
| Timeline |
Arena Group Lagged Returns
When evaluating Arena Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arena Group stock have on its future price. Arena Group 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, Arena Group autocorrelation shows the relationship between Arena Group stock current value and its past values and can show if there is a momentum factor associated with investing in Arena Group Holdings.
Regressed Prices |
| Timeline |
When determining whether Arena Group Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Arena Group's 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 Arena Group Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Arena Group Holdings Stock:
Check out Arena Group Correlation, Arena Group Volatility and Arena Group Alpha and Beta module to complement your research on Arena Group. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Arena Group 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.