Arch Capital (Germany) Probability of Future Stock Price Finishing Over 107.52
| RSK Stock | EUR 89.60 2.65 3.05% |
Arch |
Arch Capital Target Price Odds to finish over 107.52
The tendency of Arch Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over € 107.52 or more in 90 days |
| 89.60 | 90 days | 107.52 | near 1 |
Based on a normal probability distribution, the odds of Arch Capital to move over € 107.52 or more in 90 days from now is near 1 (This Arch Capital Group probability density function shows the probability of Arch Stock to fall within a particular range of prices over 90 days) . Probability of Arch Capital Group price to stay between its current price of € 89.60 and € 107.52 at the end of the 90-day period is about 71.38 .
Assuming the 90 days horizon Arch Capital Group has a beta of -0.49 indicating as returns on the benchmark increase, returns on holding Arch Capital are expected to decrease at a much lower rate. During a bear market, however, Arch Capital Group is likely to outperform the market. Additionally Arch Capital Group has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Arch Capital Price Density |
| Price |
Predictive Modules for Arch Capital
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Arch Capital Group. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Arch Capital Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Arch Capital is not an exception. The market had few large corrections towards the Arch Capital's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Arch Capital Group, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Arch Capital within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.08 | |
β | Beta against Dow Jones | -0.49 | |
σ | Overall volatility | 4.02 | |
Ir | Information ratio | -0.06 |
Arch Capital Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Arch Capital for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Arch Capital Group can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Arch Capital Group generated a negative expected return over the last 90 days | |
| Over 92.0% of the company shares are owned by institutional investors |
Arch Capital Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Arch Stock often depends not only on the future outlook of the current and potential Arch Capital's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Arch Capital's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 370.3 M |
Arch Capital Technical Analysis
Arch Capital's future price can be derived by breaking down and analyzing its technical indicators over time. Arch Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Arch Capital Group. In general, you should focus on analyzing Arch Stock price patterns and their correlations with different microeconomic environments and drivers.
Arch Capital Predictive Forecast Models
Arch Capital's time-series forecasting models is one of many Arch Capital's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Arch Capital's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about Arch Capital Group
Checking the ongoing alerts about Arch Capital for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Arch Capital Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Arch Capital Group generated a negative expected return over the last 90 days | |
| Over 92.0% of the company shares are owned by institutional investors |
Additional Information and Resources on Investing in Arch Stock
When determining whether Arch Capital Group is a strong investment it is important to analyze Arch Capital's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Arch Capital's future performance. For an informed investment choice regarding Arch Stock, refer to the following important reports:Check out Arch Capital Backtesting, Arch Capital Valuation, Arch Capital Correlation, Arch Capital Hype Analysis, Arch Capital Volatility, Arch Capital History as well as Arch Capital Performance. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..