Arch Resources (Germany) Alpha and Beta Analysis
| ACCA Stock | EUR 133.30 4.75 3.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arch Resources. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arch Resources over a specified time horizon. Remember, high Arch Resources' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Arch Resources' market risk premium analysis include:
Beta (0) | Alpha 0.19 | Risk 2.38 | Sharpe Ratio 0.0179 | Expected Return 0.0427 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Arch Resources Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arch Resources market risk premium is the additional return an investor will receive from holding Arch Resources long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Arch Resources. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Arch Resources' performance over market.| α | 0.19 | β | -0.0049 |
Arch Resources expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Arch Resources' Buy-and-hold return. Our buy-and-hold chart shows how Arch Resources performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arch Resources Market Price Analysis
Market price analysis indicators help investors to evaluate how Arch Resources stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arch Resources shares will generate the highest return on investment. By understating and applying Arch Resources stock market price indicators, traders can identify Arch Resources position entry and exit signals to maximize returns.
Arch Resources Return and Market Media
The median price of Arch Resources for the period between Thu, Oct 10, 2024 and Wed, Jan 8, 2025 is 138.8 with a coefficient of variation of 9.66. The daily time series for the period is distributed with a sample standard deviation of 13.74, arithmetic mean of 142.16, and mean deviation of 12.2. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Arch Resources Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Arch or other stocks. Alpha measures the amount that position in Arch Resources has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Arch Resources in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Arch Resources' short interest history, or implied volatility extrapolated from Arch Resources options trading.
Build Portfolio with Arch Resources
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Additional Information and Resources on Investing in Arch Stock
When determining whether Arch Resources offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Arch Resources' 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 Arch Resources Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Arch Resources Stock:Check out Arch Resources Backtesting, Arch Resources Valuation, Arch Resources Correlation, Arch Resources Hype Analysis, Arch Resources Volatility, Arch Resources History and analyze Arch Resources Performance. For more detail on how to invest in Arch Stock please use our How to Invest in Arch Resources guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Arch Resources 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.