Arcosa (Germany) Market Value

EOB Stock  EUR 95.00  1.50  1.55%   
Arcosa's market value is the price at which a share of Arcosa trades on a public exchange. It measures the collective expectations of Arcosa Inc investors about its performance. Arcosa is trading at 95.00 as of the 22nd of December 2024. This is a 1.55 percent decrease since the beginning of the trading day. The stock's lowest day price was 95.0.
With this module, you can estimate the performance of a buy and hold strategy of Arcosa Inc and determine expected loss or profit from investing in Arcosa over a given investment horizon. Check out Arcosa Correlation, Arcosa Volatility and Arcosa Alpha and Beta module to complement your research on Arcosa.
Symbol

Please note, there is a significant difference between Arcosa's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arcosa is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arcosa'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.

Arcosa '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 Arcosa'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 Arcosa.
0.00
07/31/2023
No Change 0.00  0.0 
In 1 year 4 months and 26 days
12/22/2024
0.00
If you would invest  0.00  in Arcosa on July 31, 2023 and sell it all today you would earn a total of 0.00 from holding Arcosa Inc or generate 0.0% return on investment in Arcosa over 510 days. Arcosa is related to or competes with Transurban, Jiangsu Expressway, Zhejiang Expressway, and . Arcosa, Inc., together with its subsidiaries, provides infrastructure-related products and solutions for the constructio... More

Arcosa 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 Arcosa'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 Arcosa Inc upside and downside potential and time the market with a certain degree of confidence.

Arcosa Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Arcosa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arcosa's standard deviation. In reality, there are many statistical measures that can use Arcosa historical prices to predict the future Arcosa's volatility.
Hype
Prediction
LowEstimatedHigh
93.4195.0096.59
Details
Intrinsic
Valuation
LowRealHigh
85.50107.72109.31
Details

Arcosa Inc Backtested Returns

Arcosa appears to be very steady, given 3 months investment horizon. Arcosa Inc secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Arcosa Inc, which you can use to evaluate the volatility of the firm. Please makes use of Arcosa's mean deviation of 1.21, and Risk Adjusted Performance of 0.0944 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arcosa holds a performance score of 10. The firm shows a Beta (market volatility) of 0.93, which signifies possible diversification benefits within a given portfolio. Arcosa returns are very sensitive to returns on the market. As the market goes up or down, Arcosa is expected to follow. Please check Arcosa's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Arcosa's price patterns will revert.

Auto-correlation

    
  0.67  

Good predictability

Arcosa Inc has good predictability. Overlapping area represents the amount of predictability between Arcosa time series from 31st of July 2023 to 11th of April 2024 and 11th of April 2024 to 22nd 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 Arcosa Inc price movement. The serial correlation of 0.67 indicates that around 67.0% of current Arcosa price fluctuation can be explain by its past prices.
Correlation Coefficient0.67
Spearman Rank Test0.69
Residual Average0.0
Price Variance81.76

Arcosa Inc lagged returns against current returns

Autocorrelation, which is Arcosa 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 Arcosa's stock expected returns. We can calculate the autocorrelation of Arcosa returns to help us make a trade decision. For example, suppose you find that Arcosa 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  

Arcosa 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 Arcosa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arcosa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arcosa stock over time.
   Current vs Lagged Prices   
       Timeline  

Arcosa Lagged Returns

When evaluating Arcosa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arcosa stock have on its future price. Arcosa 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, Arcosa autocorrelation shows the relationship between Arcosa stock current value and its past values and can show if there is a momentum factor associated with investing in Arcosa Inc.
   Regressed Prices   
       Timeline  

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Additional Information and Resources on Investing in Arcosa Stock

When determining whether Arcosa Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Arcosa'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 Arcosa Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Arcosa Inc Stock:
Check out Arcosa Correlation, Arcosa Volatility and Arcosa Alpha and Beta module to complement your research on Arcosa.
You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Arcosa 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.
A focus of Arcosa technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Arcosa trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...