Arch Resources Stock Market Value
| ARCH Stock | USD 164.14 0.94 0.58% |
| Symbol | Arch |
Arch Resources Price To Book Ratio
Is Oil, Gas & Consumable Fuels space 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 Arch Resources. If investors know Arch 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 Arch Resources 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 (0.80) | Dividend Share 4.14 | Earnings Share 9.59 | Revenue Per Share 145.14 | Quarterly Revenue Growth (0.17) |
The market value of Arch Resources is measured differently than its book value, which is the value of Arch that is recorded on the company's balance sheet. Investors also form their own opinion of Arch Resources' value that differs from its market value or its book value, called intrinsic value, which is Arch Resources' 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 Arch Resources' market value can be influenced by many factors that don't directly affect Arch Resources' 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 Arch Resources' value and its price as these two are different measures arrived at by different means. Investors typically determine if Arch Resources is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arch Resources' 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.
Arch Resources '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 Arch Resources' 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 Arch Resources.
| 10/19/2024 |
| 11/18/2024 |
If you would invest 0.00 in Arch Resources on October 19, 2024 and sell it all today you would earn a total of 0.00 from holding Arch Resources or generate 0.0% return on investment in Arch Resources over 30 days. Arch Resources is related to or competes with Lion One, Starbucks, Boyd Gaming, American Hotel, Dalata Hotel, Welsbach Technology, and Wendys. Arch Resources, Inc. produces and sells thermal and metallurgical coal from surface and underground mines More
Arch Resources 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 Arch Resources' 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 Arch Resources upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.87 | |||
| Information Ratio | 0.1456 | |||
| Maximum Drawdown | 14.53 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 4.13 |
Arch Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arch Resources' standard deviation. In reality, there are many statistical measures that can use Arch Resources historical prices to predict the future Arch Resources' volatility.| Risk Adjusted Performance | 0.1494 | |||
| Jensen Alpha | 0.2355 | |||
| Total Risk Alpha | 0.1392 | |||
| Sortino Ratio | 0.1923 | |||
| Treynor Ratio | 0.2003 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arch Resources' 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.
Arch Resources Backtested Returns
Arch Resources appears to be very steady, given 3 months investment horizon. Arch Resources secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Arch Resources, which you can use to evaluate the volatility of the firm. Please makes use of Arch Resources' risk adjusted performance of 0.1494, and Mean Deviation of 1.76 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arch Resources holds a performance score of 13. The firm shows a Beta (market volatility) of 2.28, 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, Arch Resources will likely underperform. Please check Arch Resources' semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to make a quick decision on whether Arch Resources' price patterns will revert.
Auto-correlation | 0.19 |
Very weak predictability
Arch Resources has very weak predictability. Overlapping area represents the amount of predictability between Arch Resources time series from 19th of October 2024 to 3rd of November 2024 and 3rd of November 2024 to 18th of November 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 Arch Resources price movement. The serial correlation of 0.19 indicates that over 19.0% of current Arch Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 72.24 |
Arch Resources lagged returns against current returns
Autocorrelation, which is Arch Resources 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 Arch Resources' stock expected returns. We can calculate the autocorrelation of Arch Resources returns to help us make a trade decision. For example, suppose you find that Arch Resources 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 |
Arch Resources 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 Arch Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arch Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arch Resources stock over time.
Current vs Lagged Prices |
| Timeline |
Arch Resources Lagged Returns
When evaluating Arch Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arch Resources stock have on its future price. Arch Resources 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, Arch Resources autocorrelation shows the relationship between Arch Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Arch Resources.
Regressed Prices |
| Timeline |
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Check out Arch Resources Correlation, Arch Resources Volatility and Arch Resources Alpha and Beta module to complement your research on Arch Resources. 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 Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
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.