ARCA Institutional's market value is the price at which a share of ARCA Institutional trades on a public exchange. It measures the collective expectations of ARCA Institutional investors about its performance. ARCA Institutional is listed at 3009.43 as of the 11th of January 2025, which is a 1.46 percent decrease since the beginning of the trading day. The index's lowest day price was 2993.85. With this module, you can estimate the performance of a buy and hold strategy of ARCA Institutional and determine expected loss or profit from investing in ARCA Institutional over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.
Symbol
ARCA
ARCA Institutional '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 ARCA Institutional's index 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 ARCA Institutional.
0.00
01/22/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/11/2025
0.00
If you would invest 0.00 in ARCA Institutional on January 22, 2023 and sell it all today you would earn a total of 0.00 from holding ARCA Institutional or generate 0.0% return on investment in ARCA Institutional over 720 days.
ARCA Institutional 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 ARCA Institutional's index 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 ARCA Institutional 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 ARCA Institutional's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARCA Institutional's standard deviation. In reality, there are many statistical measures that can use ARCA Institutional historical prices to predict the future ARCA Institutional's volatility.
ARCA Institutional retains Efficiency (Sharpe Ratio) of 0.059, which signifies that the index had a 0.059% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for ARCA Institutional, which you can use to evaluate the volatility of the entity. The index owns a Beta (Systematic Risk) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and ARCA Institutional are completely uncorrelated.
Auto-correlation
0.88
Very good predictability
ARCA Institutional has very good predictability. Overlapping area represents the amount of predictability between ARCA Institutional time series from 22nd of January 2023 to 17th of January 2024 and 17th of January 2024 to 11th of January 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 ARCA Institutional price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current ARCA Institutional price fluctuation can be explain by its past prices.
Correlation Coefficient
0.88
Spearman Rank Test
0.85
Residual Average
0.0
Price Variance
45.4 K
ARCA Institutional lagged returns against current returns
Autocorrelation, which is ARCA Institutional index'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 ARCA Institutional's index expected returns. We can calculate the autocorrelation of ARCA Institutional returns to help us make a trade decision. For example, suppose you find that ARCA Institutional has exhibited high autocorrelation historically, and you observe that the index 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
ARCA Institutional 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 ARCA Institutional index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARCA Institutional index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARCA Institutional index over time.
Current vs Lagged Prices
Timeline
ARCA Institutional Lagged Returns
When evaluating ARCA Institutional's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARCA Institutional index have on its future price. ARCA Institutional 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, ARCA Institutional autocorrelation shows the relationship between ARCA Institutional index current value and its past values and can show if there is a momentum factor associated with investing in ARCA Institutional.
Regressed Prices
Timeline
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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.