Ark Venture Fund Market Value
| ARKVX Stock | 29.99 1.37 4.79% |
| Symbol | ARK |
Is Stock 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 ARK Venture. If investors know ARK 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 ARK Venture 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 ARK Venture Fund is measured differently than its book value, which is the value of ARK that is recorded on the company's balance sheet. Investors also form their own opinion of ARK Venture's value that differs from its market value or its book value, called intrinsic value, which is ARK Venture'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 ARK Venture's market value can be influenced by many factors that don't directly affect ARK Venture'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 ARK Venture's value and its price as these two are different measures arrived at by different means. Investors typically determine if ARK Venture is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ARK Venture'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.
ARK Venture '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 ARK Venture'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 ARK Venture.
| 12/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in ARK Venture on December 19, 2023 and sell it all today you would earn a total of 0.00 from holding ARK Venture Fund or generate 0.0% return on investment in ARK Venture over 360 days. ARK Venture is related to or competes with Pekin Life, Cincinnati Financial, Sabre Insurance, Palomar Holdings, Direct Line, Yuexiu Transport, and Delek Logistics. ARK Venture is entity of United States. It is traded as Stock on NMFQS exchange. More
ARK Venture 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 ARK Venture'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 ARK Venture Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2595 | |||
| Information Ratio | 0.1493 | |||
| Maximum Drawdown | 4.3 | |||
| Value At Risk | (0.37) | |||
| Potential Upside | 1.42 |
ARK Venture Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARK Venture's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARK Venture's standard deviation. In reality, there are many statistical measures that can use ARK Venture historical prices to predict the future ARK Venture's volatility.| Risk Adjusted Performance | 0.2084 | |||
| Jensen Alpha | 0.2417 | |||
| Total Risk Alpha | 0.1093 | |||
| Sortino Ratio | 0.4727 | |||
| Treynor Ratio | (1.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ARK Venture'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.
ARK Venture Fund Backtested Returns
ARK Venture appears to be very steady, given 3 months investment horizon. ARK Venture Fund secures Sharpe Ratio (or Efficiency) of 0.28, which signifies that the company had a 0.28% return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for ARK Venture Fund, which you can use to evaluate the volatility of the firm. Please makes use of ARK Venture's Mean Deviation of 0.4092, downside deviation of 0.2595, and Risk Adjusted Performance of 0.2084 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ARK Venture holds a performance score of 22. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ARK Venture are expected to decrease at a much lower rate. During the bear market, ARK Venture is likely to outperform the market. Please check ARK Venture's treynor ratio, as well as the relationship between the expected short fall and day typical price , to make a quick decision on whether ARK Venture's price patterns will revert.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
ARK Venture Fund has almost perfect reverse predictability. Overlapping area represents the amount of predictability between ARK Venture time series from 19th of December 2023 to 16th of June 2024 and 16th of June 2024 to 13th 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 ARK Venture Fund price movement. The serial correlation of -0.76 indicates that around 76.0% of current ARK Venture price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.94 |
ARK Venture Fund lagged returns against current returns
Autocorrelation, which is ARK Venture 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 ARK Venture's stock expected returns. We can calculate the autocorrelation of ARK Venture returns to help us make a trade decision. For example, suppose you find that ARK Venture 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 |
ARK Venture 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 ARK Venture stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARK Venture stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARK Venture stock over time.
Current vs Lagged Prices |
| Timeline |
ARK Venture Lagged Returns
When evaluating ARK Venture's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARK Venture stock have on its future price. ARK Venture 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, ARK Venture autocorrelation shows the relationship between ARK Venture stock current value and its past values and can show if there is a momentum factor associated with investing in ARK Venture Fund.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for ARK Stock Analysis
When running ARK Venture's price analysis, check to measure ARK Venture's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ARK Venture is operating at the current time. Most of ARK Venture's value examination focuses on studying past and present price action to predict the probability of ARK Venture's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ARK Venture's price. Additionally, you may evaluate how the addition of ARK Venture to your portfolios can decrease your overall portfolio volatility.