Arch Therapeutics Stock Market Value
| ARTH Stock | USD 0.21 0.01 5.00% |
| Symbol | Arch |
Arch Therapeutics '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 Therapeutics' otc 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 Therapeutics.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Arch Therapeutics on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Arch Therapeutics or generate 0.0% return on investment in Arch Therapeutics over 720 days. Arch Therapeutics is related to or competes with Antibe Therapeutics, and Cellectis. Arch Therapeutics, Inc., together with its subsidiaries, operates as a biotechnology company in the United States More
Arch Therapeutics 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 Therapeutics' otc 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 Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.72 | |||
| Information Ratio | 0.0116 | |||
| Maximum Drawdown | 81.51 | |||
| Value At Risk | (28.57) | |||
| Potential Upside | 34.21 |
Arch Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arch Therapeutics' standard deviation. In reality, there are many statistical measures that can use Arch Therapeutics historical prices to predict the future Arch Therapeutics' volatility.| Risk Adjusted Performance | 0.0242 | |||
| Jensen Alpha | 0.255 | |||
| Total Risk Alpha | (2.74) | |||
| Sortino Ratio | 0.0104 | |||
| Treynor Ratio | 0.5011 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arch Therapeutics' 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 Therapeutics Backtested Returns
Arch Therapeutics appears to be out of control, given 3 months investment horizon. Arch Therapeutics secures Sharpe Ratio (or Efficiency) of 0.013, which signifies that the company had a 0.013% return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Arch Therapeutics, which you can use to evaluate the volatility of the firm. Please makes use of Arch Therapeutics' risk adjusted performance of 0.0242, and Mean Deviation of 12.41 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arch Therapeutics holds a performance score of 1. The firm shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arch Therapeutics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Arch Therapeutics is expected to be smaller as well. Please check Arch Therapeutics' coefficient of variation and the relationship between the treynor ratio and rate of daily change , to make a quick decision on whether Arch Therapeutics' price patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Arch Therapeutics has very good predictability. Overlapping area represents the amount of predictability between Arch Therapeutics time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Arch Therapeutics price movement. The serial correlation of 0.8 indicates that around 80.0% of current Arch Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 3.39 |
Arch Therapeutics lagged returns against current returns
Autocorrelation, which is Arch Therapeutics otc 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 Therapeutics' otc stock expected returns. We can calculate the autocorrelation of Arch Therapeutics returns to help us make a trade decision. For example, suppose you find that Arch Therapeutics has exhibited high autocorrelation historically, and you observe that the otc 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 Therapeutics 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 Therapeutics otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arch Therapeutics otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arch Therapeutics otc stock over time.
Current vs Lagged Prices |
| Timeline |
Arch Therapeutics Lagged Returns
When evaluating Arch Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arch Therapeutics otc stock have on its future price. Arch Therapeutics 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 Therapeutics autocorrelation shows the relationship between Arch Therapeutics otc stock current value and its past values and can show if there is a momentum factor associated with investing in Arch Therapeutics.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Arch OTC Stock
Arch Therapeutics financial ratios help investors to determine whether Arch OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Arch with respect to the benefits of owning Arch Therapeutics security.