Arch Capital Group Stock Alpha and Beta Analysis
| ACGL Stock | USD 100.74 0.33 0.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arch Capital Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arch Capital over a specified time horizon. Remember, high Arch Capital's 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 Capital's market risk premium analysis include:
Beta 1.27 | Alpha (0.21) | Risk 1.82 | Sharpe Ratio (0.05) | Expected Return (0.09) |
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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 Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arch Capital market risk premium is the additional return an investor will receive from holding Arch Capital 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 Capital. 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 Capital's performance over market.| α | -0.21 | β | 1.27 |
Arch Capital 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 Capital's Buy-and-hold return. Our buy-and-hold chart shows how Arch Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arch Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Arch Capital 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 Capital shares will generate the highest return on investment. By understating and applying Arch Capital stock market price indicators, traders can identify Arch Capital position entry and exit signals to maximize returns.
Arch Capital Return and Market Media
The median price of Arch Capital for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 104.36 with a coefficient of variation of 4.99. The daily time series for the period is distributed with a sample standard deviation of 5.12, arithmetic mean of 102.68, and mean deviation of 4.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | What To Expect From Arch Capital Group Ltd Q3 2024 Earnings | 10/29/2024 |
2 | Arch Capital Group is a Top-Ranked Value Stock Should You Buy | 11/04/2024 |
3 | COFACE SAs last weeks 4.5 percent decline must have disappointed retail investors who have a significant stake | 11/08/2024 |
4 | Artisan Partners Limited Partnership Reduces Stake in Liberty Global Ltd | 11/13/2024 |
5 | Arch Capital Group Ltd.s Fundamentals Look Pretty Strong Could The Market Be Wrong About The Stock | 11/15/2024 |
6 | Acquisition by Louis Petrillo of 19884 shares of Arch Capital at 161.24 subject to Rule 16b-3 | 11/19/2024 |
7 | Aurora Investment Counsel Sells 6,286 Shares of Arch Capital Group Ltd. | 11/21/2024 |
8 | Heres Why We Think Arch Capital Group Is Well Worth Watching | 11/22/2024 |
9 | Transamerica Financial Advisors Inc. Acquires 1,256 Shares of Arch Capital Group Ltd. | 11/27/2024 |
About Arch Capital 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 Capital Group 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.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 0.002773 | 0.00176 | 0.001461 | Price To Sales Ratio | 1.95 | 2.41 | 2.01 |
Arch Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Arch Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arch Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arch Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arch Capital. Please utilize our Beneish M Score to check the likelihood of Arch Capital's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Arch Capital Backtesting, Arch Capital Valuation, Arch Capital Correlation, Arch Capital Hype Analysis, Arch Capital Volatility, Arch Capital History and analyze Arch Capital Performance. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Arch Capital 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.