ArcelorMittal's market value is the price at which a share of ArcelorMittal trades on a public exchange. It measures the collective expectations of ArcelorMittal SA investors about its performance. ArcelorMittal is trading at 28.93 as of the 27th of March 2025, a 1.93% down since the beginning of the trading day. The stock's open price was 29.5.
With this module, you can estimate the performance of a buy and hold strategy of ArcelorMittal SA and determine expected loss or profit from investing in ArcelorMittal over a given investment horizon. Check out ArcelorMittal Correlation, ArcelorMittal Volatility and ArcelorMittal Alpha and Beta module to complement your research on ArcelorMittal.
Please note, there is a significant difference between ArcelorMittal's value and its price as these two are different measures arrived at by different means. Investors typically determine if ArcelorMittal is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ArcelorMittal'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.
ArcelorMittal '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 ArcelorMittal'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 ArcelorMittal.
0.00
12/27/2024
No Change 0.00
0.0
In 2 months and 31 days
03/27/2025
0.00
If you would invest 0.00 in ArcelorMittal on December 27, 2024 and sell it all today you would earn a total of 0.00 from holding ArcelorMittal SA or generate 0.0% return on investment in ArcelorMittal over 90 days. ArcelorMittal is related to or competes with Acerinox, ACS Actividades, International Consolidated, Mapfre, and Grifols SA. ArcelorMittal, together with its subsidiaries, owns and operates steel manufacturing and mining facilities in Europe, No... More
ArcelorMittal 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 ArcelorMittal'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 ArcelorMittal SA 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 ArcelorMittal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ArcelorMittal's standard deviation. In reality, there are many statistical measures that can use ArcelorMittal historical prices to predict the future ArcelorMittal's volatility.
ArcelorMittal appears to be very steady, given 3 months investment horizon. ArcelorMittal SA secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for ArcelorMittal SA, which you can use to evaluate the volatility of the firm. Please makes use of ArcelorMittal's risk adjusted performance of 0.1317, and Mean Deviation of 1.97 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ArcelorMittal holds a performance score of 11. The firm shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ArcelorMittal's returns are expected to increase less than the market. However, during the bear market, the loss of holding ArcelorMittal is expected to be smaller as well. Please check ArcelorMittal's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether ArcelorMittal's price patterns will revert.
Auto-correlation
0.57
Modest predictability
ArcelorMittal SA has modest predictability. Overlapping area represents the amount of predictability between ArcelorMittal time series from 27th of December 2024 to 10th of February 2025 and 10th of February 2025 to 27th 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 ArcelorMittal SA price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current ArcelorMittal price fluctuation can be explain by its past prices.
Correlation Coefficient
0.57
Spearman Rank Test
0.73
Residual Average
0.0
Price Variance
1.87
ArcelorMittal SA lagged returns against current returns
Autocorrelation, which is ArcelorMittal 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 ArcelorMittal's stock expected returns. We can calculate the autocorrelation of ArcelorMittal returns to help us make a trade decision. For example, suppose you find that ArcelorMittal 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
ArcelorMittal 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 ArcelorMittal stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ArcelorMittal stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ArcelorMittal stock over time.
Current vs Lagged Prices
Timeline
ArcelorMittal Lagged Returns
When evaluating ArcelorMittal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ArcelorMittal stock have on its future price. ArcelorMittal 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, ArcelorMittal autocorrelation shows the relationship between ArcelorMittal stock current value and its past values and can show if there is a momentum factor associated with investing in ArcelorMittal SA.
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.
Other Information on Investing in ArcelorMittal Stock
ArcelorMittal financial ratios help investors to determine whether ArcelorMittal Stock 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 ArcelorMittal with respect to the benefits of owning ArcelorMittal security.