Archer Materials Limited Stock Market Value
| ARRXF Stock | USD 0.33 0.06 22.22% |
| Symbol | Archer |
Archer Materials '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 Materials' 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 Materials.
| 11/30/2024 |
| 12/30/2024 |
If you would invest 0.00 in Archer Materials on November 30, 2024 and sell it all today you would earn a total of 0.00 from holding Archer Materials Limited or generate 0.0% return on investment in Archer Materials over 30 days. Archer Materials is related to or competes with Alphawave, Arteris, Intchains Group, Guerrilla, and NVE. Archer Materials Limited, a technology company, engages in development and commercialization of semiconductor devices, a... More
Archer Materials 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 Materials' 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 Materials Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.87 | |||
| Information Ratio | 0.1581 | |||
| Maximum Drawdown | 43.33 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 22.22 |
Archer Materials Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archer Materials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archer Materials' standard deviation. In reality, there are many statistical measures that can use Archer Materials historical prices to predict the future Archer Materials' volatility.| Risk Adjusted Performance | 0.1379 | |||
| Jensen Alpha | 1.53 | |||
| Total Risk Alpha | 1.27 | |||
| Sortino Ratio | 0.1173 | |||
| Treynor Ratio | (17.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Archer Materials' 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 Materials Backtested Returns
Archer Materials is out of control given 3 months investment horizon. Archer Materials secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16% return per unit of standard deviation over the last 3 months. We have analyzed and interpolated twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.59% are justified by taking the suggested risk. Use Archer Materials mean deviation of 6.45, and Risk Adjusted Performance of 0.1379 to evaluate company specific risk that cannot be diversified away. Archer Materials holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.0876, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Archer Materials are expected to decrease at a much lower rate. During the bear market, Archer Materials is likely to outperform the market. Use Archer Materials coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to analyze future returns on Archer Materials.
Auto-correlation | 0.70 |
Good predictability
Archer Materials Limited has good predictability. Overlapping area represents the amount of predictability between Archer Materials time series from 30th of November 2024 to 15th of December 2024 and 15th of December 2024 to 30th 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 Archer Materials price movement. The serial correlation of 0.7 indicates that around 70.0% of current Archer Materials price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Archer Materials lagged returns against current returns
Autocorrelation, which is Archer Materials 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 Materials' pink sheet expected returns. We can calculate the autocorrelation of Archer Materials returns to help us make a trade decision. For example, suppose you find that Archer Materials 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 Materials 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 Materials pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archer Materials 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 Materials pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Archer Materials Lagged Returns
When evaluating Archer Materials' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archer Materials pink sheet have on its future price. Archer Materials 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 Materials autocorrelation shows the relationship between Archer Materials pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Archer Materials Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Archer Pink Sheet
Archer Materials 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 Materials security.