ARK Market Value

ARK
 Crypto
  

USD 0.51  0.01  2.00%   

ARK's market value is the price at which a share of ARK stock trades on a public exchange. It measures the collective expectations of ARK investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of ARK and determine expected loss or profit from investing in ARK over a given investment horizon. Please continue to Bitcoin Browser, ARK Correlation, Portfolio Optimization, ARK Volatility, as well as analyze Investing Opportunities and ARK Performance.
Symbol


Please note, there is a significant difference between ARK's value and its price as these two are different measures arrived at by different means. Investors typically determine ARK value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ARK'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.

ARK '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 ARK's crypto coin 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 ARK.
0.00
06/14/2022
No Change 0.00  0.0 
In 2 months and 1 day
08/13/2022
0.00
If you would invest  0.00  in ARK on June 14, 2022 and sell it all today you would earn a total of 0.00 from holding ARK or generate 0.0% return on investment in ARK over 60 days. ARK is related to or competes with Terra, Tezos, EOS, Worldwide Asset, Lisk, Aelf, and Adshares. ARK is peer-to-peer digital currency powered by the Blockchain technologyMore

ARK 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 ARK's crypto coin 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 ARK upside and downside potential and time the market with a certain degree of confidence.

ARK Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for ARK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARK's standard deviation. In reality, there are many statistical measures that can use ARK historical prices to predict the future ARK's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of ARK's 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. Please use the tools below to analyze the current value of ARK in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.030.517.60
Details
Intrinsic
Valuation
LowReal ValueHigh
0.020.447.53
Details
Naive
Forecast
LowNext ValueHigh
0.0109140.557.64
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
0.390.450.51
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ARK. Your research has to be compared to or analyzed against ARK's peers to derive any actionable benefits. When done correctly, ARK's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in ARK.

ARK Backtested Returns

We consider ARK unreasonably risky. ARK secures Sharpe Ratio (or Efficiency) of 0.026, which signifies that digital coin had 0.026% of return per unit of return volatility over the last 3 months. Our approach to foreseeing the volatility of a crypto is to use all available market data together with crypto-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ARK, which you can use to evaluate the future volatility of coin. Please confirm ARK Mean Deviation of 5.1, semi deviation of 6.87, and Risk Adjusted Performance of 0.0917 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%.
The crypto shows a Beta (market volatility) of 0.6462, which signifies possible diversification benefits within a given portfolio. Let's try to break down what ARK's beta means in this case. As returns on the market increase, ARK returns are expected to increase less than the market. However, during the bear market, the loss on holding ARK will be expected to be smaller as well. Although it is important to respect ARK historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The approach to foreseeing future performance of any crypto is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing ARK technical indicators, you can today evaluate if the expected return of 0.18% will be sustainable into the future.

Auto-correlation

    
  -0.01  

Very weak reverse predictability

ARK has very weak reverse predictability. Overlapping area represents the amount of predictability between ARK time series from 14th of June 2022 to 14th of July 2022 and 14th of July 2022 to 13th of August 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ARK price movement. The serial correlation of -0.01 indicates that just 1.0% of current ARK price fluctuation can be explain by its past prices.
Correlation Coefficient-0.01
Spearman Rank Test0.09
Residual Average0.0
Price Variance0.0

ARK lagged returns against current returns

Autocorrelation, which is ARK crypto coin'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 ARK's crypto coin expected returns. We can calculate the autocorrelation of ARK returns to help us make a trade decision. For example, suppose you find that ARK crypto coin 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

ARK 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 ARK crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARK crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARK crypto coin over time.
   Current vs Lagged Prices   
Share
       Timeline  

ARK Lagged Returns

When evaluating ARK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARK crypto coin have on its future price. ARK 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, ARK autocorrelation shows the relationship between ARK crypto coin current value and its past values and can show if there is a momentum factor associated with investing in ARK.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in ARK without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

Did you try this?

Run Global Markets Map Now

   

Global Markets Map

Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
All  Next Launch Module

Pair Trading with ARK

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if ARK position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in ARK will appreciate offsetting losses from the drop in the long position's value.

Moving together with ARK

0.65TRXTRONPairCorr
0.65XTZTezosPairCorr
0.62EOSEOSPairCorr
The ability to find closely correlated positions to ARK could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace ARK when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back ARK - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling ARK to buy it.
The correlation of ARK is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as ARK moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if ARK moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for ARK can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Bitcoin Browser, ARK Correlation, Portfolio Optimization, ARK Volatility, as well as analyze Investing Opportunities and ARK Performance. Note that the ARK information on this page should be used as a complementary analysis to other ARK's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

Other Tools for ARK Crypto Coin

When running ARK price analysis, check to measure ARK'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 ARK is operating at the current time. Most of ARK's value examination focuses on studying past and present price action to predict the probability of ARK's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ARK's price. Additionally, you may evaluate how the addition of ARK to your portfolios can decrease your overall portfolio volatility.
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
Go
Shere Portfolio
Track or share privately all of your investments from the convenience of any device
Go
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
Go
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Go
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Stock Screener
Find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Go