Archer Limited Stock Market Value
| ARHVF Stock | USD 2.60 0.08 3.17% |
| Symbol | Archer |
Archer '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 Archer's pink sheet 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 Archer.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Archer on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding Archer Limited or generate 0.0% return on investment in Archer over 30 days. Archer is related to or competes with PHX Energy, Cathedral Energy, AKITA Drilling, and Noble Plc. Archer Limited, an oilfield service company, provides various oilfield products and services to the oil and gas industry More
Archer 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 Archer's pink sheet 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 Archer Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2273 | |||
| Maximum Drawdown | 10.45 | |||
| Potential Upside | 3.17 |
Archer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archer's standard deviation. In reality, there are many statistical measures that can use Archer historical prices to predict the future Archer's volatility.| Risk Adjusted Performance | 0.1675 | |||
| Jensen Alpha | 0.3638 | |||
| Total Risk Alpha | 0.4175 | |||
| Treynor Ratio | (14.52) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Archer'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.
Archer Limited Backtested Returns
Archer appears to be slightly risky, given 3 months investment horizon. Archer Limited secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for Archer Limited, which you can use to evaluate the volatility of the firm. Please makes use of Archer's mean deviation of 0.7741, and Risk Adjusted Performance of 0.1675 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Archer holds a performance score of 16. The firm shows a Beta (market volatility) of -0.0251, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Archer are expected to decrease at a much lower rate. During the bear market, Archer is likely to outperform the market. Please check Archer's total risk alpha, and the relationship between the standard deviation and daily balance of power , to make a quick decision on whether Archer's price patterns will revert.
Auto-correlation | 0.22 |
Weak predictability
Archer Limited has weak predictability. Overlapping area represents the amount of predictability between Archer time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Archer Limited price movement. The serial correlation of 0.22 indicates that over 22.0% of current Archer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Archer Limited lagged returns against current returns
Autocorrelation, which is Archer pink sheet'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 Archer's pink sheet expected returns. We can calculate the autocorrelation of Archer returns to help us make a trade decision. For example, suppose you find that Archer has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Archer 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 Archer pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archer pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Archer pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Archer Lagged Returns
When evaluating Archer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archer pink sheet have on its future price. Archer 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, Archer autocorrelation shows the relationship between Archer pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Archer Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Archer Pink Sheet
Archer financial ratios help investors to determine whether Archer Pink Sheet 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 Archer with respect to the benefits of owning Archer security.