Archrock Stock Market Value
| AROC Stock | USD 24.96 0.90 3.74% |
| Symbol | Archrock |
Archrock Price To Book Ratio
Is Oil & Gas Equipment & Services 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 Archrock. If investors know Archrock 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 Archrock 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 0.622 | Dividend Share 0.695 | Earnings Share 1.05 | Revenue Per Share | Quarterly Revenue Growth 0.257 |
The market value of Archrock is measured differently than its book value, which is the value of Archrock that is recorded on the company's balance sheet. Investors also form their own opinion of Archrock's value that differs from its market value or its book value, called intrinsic value, which is Archrock'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 Archrock's market value can be influenced by many factors that don't directly affect Archrock'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 Archrock's value and its price as these two are different measures arrived at by different means. Investors typically determine if Archrock is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Archrock'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.
Archrock '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 Archrock'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 Archrock.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Archrock on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Archrock or generate 0.0% return on investment in Archrock over 90 days. Archrock is related to or competes with ProPetro Holding, Select Energy, USA Compression, Par Pacific, and MRC Global. Archrock, Inc., together with its subsidiaries, operates as an energy infrastructure company in the United States More
Archrock 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 Archrock'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 Archrock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.72 | |||
| Information Ratio | 0.0418 | |||
| Maximum Drawdown | 15.51 | |||
| Value At Risk | (6.34) | |||
| Potential Upside | 3.91 |
Archrock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archrock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archrock's standard deviation. In reality, there are many statistical measures that can use Archrock historical prices to predict the future Archrock's volatility.| Risk Adjusted Performance | 0.0142 | |||
| Jensen Alpha | 0.1386 | |||
| Total Risk Alpha | 0.383 | |||
| Sortino Ratio | 0.0331 | |||
| Treynor Ratio | 0.0123 |
Archrock Backtested Returns
Archrock 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. Archrock exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Archrock's risk adjusted performance of 0.0142, and Mean Deviation of 2.14 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.14, which signifies a somewhat significant risk relative to the market. Archrock returns are very sensitive to returns on the market. As the market goes up or down, Archrock is expected to follow. At this point, Archrock has a negative expected return of -0.0238%. Please make sure to confirm Archrock's sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to decide if Archrock performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.69 |
Very good reverse predictability
Archrock has very good reverse predictability. Overlapping area represents the amount of predictability between Archrock time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Archrock price movement. The serial correlation of -0.69 indicates that around 69.0% of current Archrock price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 2.89 |
Archrock lagged returns against current returns
Autocorrelation, which is Archrock 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 Archrock's stock expected returns. We can calculate the autocorrelation of Archrock returns to help us make a trade decision. For example, suppose you find that Archrock 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 |
Archrock 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 Archrock stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archrock stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Archrock stock over time.
Current vs Lagged Prices |
| Timeline |
Archrock Lagged Returns
When evaluating Archrock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archrock stock have on its future price. Archrock 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, Archrock autocorrelation shows the relationship between Archrock stock current value and its past values and can show if there is a momentum factor associated with investing in Archrock.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether Archrock offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Archrock'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 Archrock Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Archrock Stock:Check out Archrock Correlation, Archrock Volatility and Archrock Alpha and Beta module to complement your research on Archrock. For information on how to trade Archrock Stock refer to our How to Trade Archrock Stock guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Archrock 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.