Arrow Financial Stock Market Value
| AROW Stock | USD 23.88 0.18 0.76% |
| Symbol | Arrow |
Arrow Financial Price To Book Ratio
Is Arrow Financial's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Arrow Financial. If investors know Arrow will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Arrow Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.10) | Dividend Share 1.064 | Earnings Share 1.71 | Revenue Per Share 7.713 | Quarterly Revenue Growth 0.014 |
The market value of Arrow Financial is measured differently than its book value, which is the value of Arrow that is recorded on the company's balance sheet. Investors also form their own opinion of Arrow Financial's value that differs from its market value or its book value, called intrinsic value, which is Arrow Financial's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Arrow Financial's market value can be influenced by many factors that don't directly affect Arrow Financial's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Arrow Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arrow Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arrow Financial'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.
Arrow Financial '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 Arrow Financial'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 Arrow Financial.
| 03/21/2023 |
| 05/14/2024 |
If you would invest 0.00 in Arrow Financial on March 21, 2023 and sell it all today you would earn a total of 0.00 from holding Arrow Financial or generate 0.0% return on investment in Arrow Financial over 420 days. Arrow Financial is related to or competes with First Financial, Northfield Bancorp, Bogota Financial, First Bancorp, LINKBANCORP, and Orrstown Financial. Arrow Financial Corporation, a bank holding company, provides commercial and consumer banking, and financial products an... More
Arrow Financial 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 Arrow Financial'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 Arrow Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 7.58 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 3.03 |
Arrow Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arrow Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arrow Financial's standard deviation. In reality, there are many statistical measures that can use Arrow Financial historical prices to predict the future Arrow Financial's volatility.| Risk Adjusted Performance | 0.0092 | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arrow Financial's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Arrow Financial Backtested Returns
We consider Arrow Financial very steady. Arrow Financial secures Sharpe Ratio (or Efficiency) of 0.0139, which signifies that the company had a 0.0139% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Arrow Financial, which you can use to evaluate the volatility of the firm. Please confirm Arrow Financial's Downside Deviation of 1.91, mean deviation of 1.37, and Risk Adjusted Performance of 0.0092 to double-check if the risk estimate we provide is consistent with the expected return of 0.024%. Arrow Financial has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.61, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Arrow Financial will likely underperform. Arrow Financial right now shows a risk of 1.73%. Please confirm Arrow Financial value at risk, as well as the relationship between the kurtosis and price action indicator , to decide if Arrow Financial will be following its price patterns.
Auto-correlation | -0.41 |
Modest reverse predictability
Arrow Financial has modest reverse predictability. Overlapping area represents the amount of predictability between Arrow Financial time series from 21st of March 2023 to 17th of October 2023 and 17th of October 2023 to 14th of May 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 Arrow Financial price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Arrow Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 5.14 |
Arrow Financial lagged returns against current returns
Autocorrelation, which is Arrow Financial 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 Arrow Financial's stock expected returns. We can calculate the autocorrelation of Arrow Financial returns to help us make a trade decision. For example, suppose you find that Arrow Financial 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 |
Arrow Financial 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 Arrow Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arrow Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arrow Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Arrow Financial Lagged Returns
When evaluating Arrow Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arrow Financial stock have on its future price. Arrow Financial 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, Arrow Financial autocorrelation shows the relationship between Arrow Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Arrow Financial.
Regressed Prices |
| Timeline |
Pair Trading with Arrow Financial
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Arrow Financial position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Arrow Financial will appreciate offsetting losses from the drop in the long position's value.Moving against Arrow Stock
| 0.46 | TECTP | Tectonic Financial | PairCorr |
| 0.43 | DB | Deutsche Bank AG | PairCorr |
The ability to find closely correlated positions to Arrow Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arrow Financial when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Arrow Financial - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Arrow Financial to buy it.
The correlation of Arrow Financial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Arrow Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arrow Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Arrow Financial can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Arrow Financial Correlation, Arrow Financial Volatility and Arrow Financial Alpha and Beta module to complement your research on Arrow Financial. For more information on how to buy Arrow Stock please use our How to Invest in Arrow Financial guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for Arrow Stock analysis
When running Arrow Financial's price analysis, check to measure Arrow Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Arrow Financial is operating at the current time. Most of Arrow Financial's value examination focuses on studying past and present price action to predict the probability of Arrow Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arrow Financial's price. Additionally, you may evaluate how the addition of Arrow Financial to your portfolios can decrease your overall portfolio volatility.
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Arrow Financial 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.