Arm Holdings Plc Stock Market Value
| ARM Stock | 134.29 0.92 0.69% |
| Symbol | Arm |
Arm Holdings plc Price To Book Ratio
Is Semiconductors & Semiconductor Equipment 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 Arm Holdings. If investors know Arm 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 Arm Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.1 | Earnings Share 0.6 | Revenue Per Share 3.404 | Quarterly Revenue Growth 0.047 | Return On Assets 0.0308 |
The market value of Arm Holdings plc is measured differently than its book value, which is the value of Arm that is recorded on the company's balance sheet. Investors also form their own opinion of Arm Holdings' value that differs from its market value or its book value, called intrinsic value, which is Arm Holdings' 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 Arm Holdings' market value can be influenced by many factors that don't directly affect Arm Holdings' 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 Arm Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Arm Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arm Holdings' 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.
Arm Holdings '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 Arm Holdings' 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 Arm Holdings.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Arm Holdings on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Arm Holdings plc or generate 0.0% return on investment in Arm Holdings over 30 days. Arm Holdings is related to or competes with Integral, Iridium Communications, Dave Busters, Analog Devices, Sphere Entertainment, NETGEAR, and National CineMedia. ARM Holdings plc, together with its subsidiaries, designs microprocessors, physical intellectual property , and related technology and software. More
Arm Holdings 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 Arm Holdings' 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 Arm Holdings plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.92 | |||
| Information Ratio | 0.0081 | |||
| Maximum Drawdown | 18.78 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 5.88 |
Arm Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arm Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arm Holdings' standard deviation. In reality, there are many statistical measures that can use Arm Holdings historical prices to predict the future Arm Holdings' volatility.| Risk Adjusted Performance | 0.0438 | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | 0.0073 | |||
| Treynor Ratio | 0.0742 |
Arm Holdings plc Backtested Returns
As of now, Arm Stock is very steady. Arm Holdings plc secures Sharpe Ratio (or Efficiency) of 0.0543, which signifies that the company had a 0.0543% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Arm Holdings plc, which you can use to evaluate the volatility of the firm. Please confirm Arm Holdings' Mean Deviation of 2.64, risk adjusted performance of 0.0438, and Downside Deviation of 3.92 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. Arm Holdings has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 2.11, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Arm Holdings will likely underperform. Arm Holdings plc right now shows a risk of 3.41%. Please confirm Arm Holdings plc downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Arm Holdings plc will be following its price patterns.
Auto-correlation | 0.41 |
Average predictability
Arm Holdings plc has average predictability. Overlapping area represents the amount of predictability between Arm Holdings time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Arm Holdings plc price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Arm Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 7.36 |
Arm Holdings plc lagged returns against current returns
Autocorrelation, which is Arm Holdings 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 Arm Holdings' stock expected returns. We can calculate the autocorrelation of Arm Holdings returns to help us make a trade decision. For example, suppose you find that Arm Holdings 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 |
Arm Holdings 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 Arm Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arm Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arm Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Arm Holdings Lagged Returns
When evaluating Arm Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arm Holdings stock have on its future price. Arm Holdings 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, Arm Holdings autocorrelation shows the relationship between Arm Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Arm Holdings plc.
Regressed Prices |
| Timeline |
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Arm Holdings 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.