Arabian Food's market value is the price at which a share of Arabian Food trades on a public exchange. It measures the collective expectations of Arabian Food Industries investors about its performance. Arabian Food is trading at 26.76 as of the 17th of March 2025. This is a 1.76% down since the beginning of the trading day. The stock's lowest day price was 26.61. With this module, you can estimate the performance of a buy and hold strategy of Arabian Food Industries and determine expected loss or profit from investing in Arabian Food over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Arabian
Arabian Food '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 Arabian Food'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 Arabian Food.
0.00
12/17/2024
No Change 0.00
0.0
In 2 months and 31 days
03/17/2025
0.00
If you would invest 0.00 in Arabian Food on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Arabian Food Industries or generate 0.0% return on investment in Arabian Food over 90 days.
Arabian Food 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 Arabian Food'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 Arabian Food Industries upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arabian Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arabian Food's standard deviation. In reality, there are many statistical measures that can use Arabian Food historical prices to predict the future Arabian Food's volatility.
Arabian Food Industries secures Sharpe Ratio (or Efficiency) of -0.0146, which signifies that the company had a -0.0146 % return per unit of standard deviation over the last 3 months. Arabian Food Industries exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arabian Food's mean deviation of 0.9196, and Risk Adjusted Performance of (0) to double-check the risk estimate we provide. 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 Arabian Food are expected to decrease at a much lower rate. During the bear market, Arabian Food is likely to outperform the market. At this point, Arabian Food Industries has a negative expected return of -0.0236%. Please make sure to confirm Arabian Food's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Arabian Food Industries performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.01
Very weak reverse predictability
Arabian Food Industries has very weak reverse predictability. Overlapping area represents the amount of predictability between Arabian Food time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Arabian Food Industries price movement. The serial correlation of -0.01 indicates that just 1.0% of current Arabian Food price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.01
Spearman Rank Test
0.3
Residual Average
0.0
Price Variance
0.28
Arabian Food Industries lagged returns against current returns
Autocorrelation, which is Arabian Food 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 Arabian Food's stock expected returns. We can calculate the autocorrelation of Arabian Food returns to help us make a trade decision. For example, suppose you find that Arabian Food 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
Arabian Food 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 Arabian Food stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arabian Food stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arabian Food stock over time.
Current vs Lagged Prices
Timeline
Arabian Food Lagged Returns
When evaluating Arabian Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arabian Food stock have on its future price. Arabian Food 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, Arabian Food autocorrelation shows the relationship between Arabian Food stock current value and its past values and can show if there is a momentum factor associated with investing in Arabian Food Industries.
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.