Arch Capital (Germany) Performance
| RSK Stock | EUR 89.60 2.65 3.05% |
The firm shows a Beta (market volatility) of -0.78, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Arch Capital are expected to decrease at a much lower rate. During the bear market, Arch Capital is likely to outperform the market. At this point, Arch Capital Group has a negative expected return of -0.087%. Please make sure to confirm Arch Capital's standard deviation, maximum drawdown, kurtosis, as well as the relationship between the total risk alpha and potential upside , to decide if Arch Capital Group performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Arch Capital Group has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Arch Capital is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 1.3 B |
Arch |
Arch Capital Relative Risk vs. Return Landscape
If you would invest 9,584 in Arch Capital Group on September 29, 2024 and sell it today you would lose (624.00) from holding Arch Capital Group or give up 6.51% of portfolio value over 90 days. Arch Capital Group is currently producing negative expected returns and takes up 2.0929% volatility of returns over 90 trading days. Put another way, 18% of traded stocks are less volatile than Arch, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Arch Capital Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Capital's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Arch Capital Group, and traders can use it to determine the average amount a Arch Capital's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0415
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Estimated Market Risk
| 2.09 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Arch Capital is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Arch Capital by adding Arch Capital to a well-diversified portfolio.
Arch Capital Fundamentals Growth
Arch Stock prices reflect investors' perceptions of the future prospects and financial health of Arch Capital, and Arch Capital fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Arch Stock performance.
| Return On Equity | 0.11 | |||
| Return On Asset | 0.0204 | |||
| Profit Margin | 0.15 % | |||
| Operating Margin | 0.16 % | |||
| Current Valuation | 19.77 B | |||
| Shares Outstanding | 371.2 M | |||
| Price To Earning | 11.35 X | |||
| Price To Book | 1.45 X | |||
| Price To Sales | 2.40 X | |||
| Revenue | 9.6 B | |||
| EBITDA | 1.63 B | |||
| Cash And Equivalents | 1.45 B | |||
| Cash Per Share | 3.60 X | |||
| Total Debt | 2.73 B | |||
| Debt To Equity | 22.60 % | |||
| Book Value Per Share | 32.81 X | |||
| Cash Flow From Operations | 3.82 B | |||
| Earnings Per Share | 3.68 X | |||
| Total Asset | 47.99 B | |||
About Arch Capital Performance
By analyzing Arch Capital's fundamental ratios, stakeholders can gain valuable insights into Arch Capital's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Arch Capital has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Arch Capital has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Arch Capital Group Ltd., together with its subsidiaries, provides property, casualty, and mortgage insurance and reinsurance products worldwide. The company was founded in 1995 and is based in Pembroke, Bermuda. ARCH CAPITAL operates under Insurance - Diversified classification in Germany and is traded on Frankfurt Stock Exchange. It employs 3642 people.Things to note about Arch Capital Group performance evaluation
Checking the ongoing alerts about Arch Capital for important developments is a great way to find new opportunities for your next move. 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 |
- Analyzing Arch Capital's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Arch Capital's stock is overvalued or undervalued compared to its peers.
- Examining Arch Capital's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Arch Capital's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arch Capital's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Arch Capital's stock. These opinions can provide insight into Arch Capital's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Arch Stock analysis
When running Arch Capital's price analysis, check to measure Arch Capital'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 Arch Capital is operating at the current time. Most of Arch Capital's value examination focuses on studying past and present price action to predict the probability of Arch Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arch Capital's price. Additionally, you may evaluate how the addition of Arch Capital to your portfolios can decrease your overall portfolio volatility.
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