Arena Group Holdings Stock Market Value
| AREN Stock | USD 1.51 0.01 0.67% |
| Symbol | Arena |
Arena Group Holdings Price To Book Ratio
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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Arena Group on December 17, 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 | 5.6 | |||
| Information Ratio | 0.0252 | |||
| Maximum Drawdown | 23.55 | |||
| Value At Risk | (8.07) | |||
| Potential Upside | 11.04 |
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 | 0.0154 | |||
| Jensen Alpha | 0.0233 | |||
| Total Risk Alpha | 0.7556 | |||
| Sortino Ratio | 0.0259 | |||
| Treynor Ratio | (0.31) |
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 Holdings secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. Arena Group Holdings exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arena Group's risk adjusted performance of 0.0154, and Mean Deviation of 4.59 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. 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. At this point, Arena Group Holdings has a negative expected return of -0.0109%. Please make sure to confirm Arena Group's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if Arena Group Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.36 |
Poor reverse predictability
Arena Group Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Arena Group time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 -0.36 indicates that just about 36.0% of current Arena Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.1 | |
| 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 CEOs Directory module to screen CEOs from public companies around the world.
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.