Arrowmark Financial Corp Stock Market Value
| BANX Stock | USD 20.68 0.06 0.29% |
| Symbol | Arrowmark |
Arrowmark Financial Corp Price To Book Ratio
Is Asset Management & Custody Banks 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 Arrowmark Financial. If investors know Arrowmark 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 Arrowmark 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 (0.18) | Dividend Share 1.77 | Earnings Share 2.61 | Revenue Per Share 4.207 | Quarterly Revenue Growth 0.093 |
The market value of Arrowmark Financial Corp is measured differently than its book value, which is the value of Arrowmark that is recorded on the company's balance sheet. Investors also form their own opinion of Arrowmark Financial's value that differs from its market value or its book value, called intrinsic value, which is Arrowmark 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 Arrowmark Financial's market value can be influenced by many factors that don't directly affect Arrowmark 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 Arrowmark Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arrowmark Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arrowmark 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.
Arrowmark 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 Arrowmark 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 Arrowmark Financial.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Arrowmark Financial on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Arrowmark Financial Corp or generate 0.0% return on investment in Arrowmark Financial over 720 days. Arrowmark Financial is related to or competes with Brookfield Business, Elysee Development, DWS Municipal, Blackrock Munivest, Abrdn Emerging, Blackrock Muni, and Blackrock Muniyield. StoneCastle Financial Corp. is a closed ended balanced mutual fund launched and managed by StoneCastle Asset Management ... More
Arrowmark 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 Arrowmark 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 Arrowmark Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.55 | |||
| Value At Risk | (1.66) | |||
| Potential Upside | 2.04 |
Arrowmark Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arrowmark Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arrowmark Financial's standard deviation. In reality, there are many statistical measures that can use Arrowmark Financial historical prices to predict the future Arrowmark Financial's volatility.| Risk Adjusted Performance | 0.0576 | |||
| Jensen Alpha | 0.0555 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.4129 |
Arrowmark Financial Corp Backtested Returns
At this stage we consider Arrowmark Stock to be very steady. Arrowmark Financial Corp secures Sharpe Ratio (or Efficiency) of 0.0341, which signifies that the company had a 0.0341% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Arrowmark Financial Corp, which you can use to evaluate the volatility of the firm. Please confirm Arrowmark Financial's Downside Deviation of 1.25, risk adjusted performance of 0.0576, and Mean Deviation of 0.897 to double-check if the risk estimate we provide is consistent with the expected return of 0.0438%. Arrowmark Financial has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arrowmark Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arrowmark Financial is expected to be smaller as well. Arrowmark Financial Corp right now shows a risk of 1.29%. Please confirm Arrowmark Financial Corp maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to decide if Arrowmark Financial Corp will be following its price patterns.
Auto-correlation | 0.36 |
Below average predictability
Arrowmark Financial Corp has below average predictability. Overlapping area represents the amount of predictability between Arrowmark Financial time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Arrowmark Financial Corp price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Arrowmark Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 1.99 |
Arrowmark Financial Corp lagged returns against current returns
Autocorrelation, which is Arrowmark 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 Arrowmark Financial's stock expected returns. We can calculate the autocorrelation of Arrowmark Financial returns to help us make a trade decision. For example, suppose you find that Arrowmark 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 |
Arrowmark 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 Arrowmark Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arrowmark Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arrowmark Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Arrowmark Financial Lagged Returns
When evaluating Arrowmark Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arrowmark Financial stock have on its future price. Arrowmark 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, Arrowmark Financial autocorrelation shows the relationship between Arrowmark Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Arrowmark Financial Corp.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Arrowmark Stock Analysis
When running Arrowmark Financial's price analysis, check to measure Arrowmark 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 Arrowmark Financial is operating at the current time. Most of Arrowmark Financial's value examination focuses on studying past and present price action to predict the probability of Arrowmark 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 Arrowmark Financial's price. Additionally, you may evaluate how the addition of Arrowmark Financial to your portfolios can decrease your overall portfolio volatility.