Archer Aviation Wt Stock Market Value
| ACHR-WT Stock | 2.98 0.17 6.05% |
| Symbol | Archer |
Archer Aviation WT Price To Book Ratio
Archer Aviation '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 Archer Aviation'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 Archer Aviation.
| 11/28/2023 |
| 12/22/2024 |
If you would invest 0.00 in Archer Aviation on November 28, 2023 and sell it all today you would earn a total of 0.00 from holding Archer Aviation WT or generate 0.0% return on investment in Archer Aviation over 390 days. Archer Aviation is related to or competes with Watsco, Fastenal, SiteOne Landscape, Ferguson Plc, and WW Grainger. Archer Aviation is entity of United States More
Archer Aviation 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 Archer Aviation'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 Archer Aviation WT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.223 | |||
| Maximum Drawdown | 37.91 | |||
| Value At Risk | (6.70) | |||
| Potential Upside | 36.5 |
Archer Aviation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archer Aviation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archer Aviation's standard deviation. In reality, there are many statistical measures that can use Archer Aviation historical prices to predict the future Archer Aviation's volatility.| Risk Adjusted Performance | 0.1881 | |||
| Jensen Alpha | 2.8 | |||
| Total Risk Alpha | 2.47 | |||
| Treynor Ratio | 3.34 |
Archer Aviation WT Backtested Returns
Archer Aviation is dangerous given 3 months investment horizon. Archer Aviation WT secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22% return per unit of standard deviation over the last 3 months. We were able to interpolate and analyze data for twenty-three different technical indicators, which can help you to evaluate if expected returns of 2.57% are justified by taking the suggested risk. Use Archer Aviation risk adjusted performance of 0.1881, and Mean Deviation of 7.69 to evaluate company specific risk that cannot be diversified away. Archer Aviation holds a performance score of 16 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.84, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Archer Aviation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Archer Aviation is expected to be smaller as well. Use Archer Aviation coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to analyze future returns on Archer Aviation.
Auto-correlation | 0.00 |
No correlation between past and present
Archer Aviation WT has no correlation between past and present. Overlapping area represents the amount of predictability between Archer Aviation time series from 28th of November 2023 to 10th of June 2024 and 10th of June 2024 to 22nd of December 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 Archer Aviation WT price movement. The serial correlation of 0.0 indicates that just 0.0% of current Archer Aviation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Archer Aviation WT lagged returns against current returns
Autocorrelation, which is Archer Aviation 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 Archer Aviation's stock expected returns. We can calculate the autocorrelation of Archer Aviation returns to help us make a trade decision. For example, suppose you find that Archer Aviation 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 |
Archer Aviation 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 Archer Aviation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archer Aviation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Archer Aviation stock over time.
Current vs Lagged Prices |
| Timeline |
Archer Aviation Lagged Returns
When evaluating Archer Aviation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archer Aviation stock have on its future price. Archer Aviation 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, Archer Aviation autocorrelation shows the relationship between Archer Aviation stock current value and its past values and can show if there is a momentum factor associated with investing in Archer Aviation WT.
Regressed Prices |
| Timeline |
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Additional Tools for Archer Stock Analysis
When running Archer Aviation's price analysis, check to measure Archer Aviation'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 Archer Aviation is operating at the current time. Most of Archer Aviation's value examination focuses on studying past and present price action to predict the probability of Archer Aviation's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Archer Aviation's price. Additionally, you may evaluate how the addition of Archer Aviation to your portfolios can decrease your overall portfolio volatility.