Arca Biopharma Stock Market Value

ABIO
 Stock
  

USD 2.08  0.02  0.95%   

Arca Biopharma's market value is the price at which a share of Arca Biopharma stock trades on a public exchange. It measures the collective expectations of Arca Biopharma investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Arca Biopharma and determine expected loss or profit from investing in Arca Biopharma over a given investment horizon. Please continue to Arca Biopharma Correlation, Arca Biopharma Volatility and Arca Biopharma Alpha and Beta module to complement your research on Arca Biopharma.
Symbol


Is Arca Biopharma's industry 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 Arca Biopharma. If investors know Arca Biopharma 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 Arca Biopharma listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Market Capitalization
30 M
Return On Assets
(0.17) 
Return On Equity
(0.29) 
The market value of Arca Biopharma is measured differently than its book value, which is the value of Arca Biopharma that is recorded on the company's balance sheet. Investors also form their own opinion of Arca Biopharma's value that differs from its market value or its book value, called intrinsic value, which is Arca Biopharma'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 Arca Biopharma's market value can be influenced by many factors that don't directly affect Arca Biopharma'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 Arca Biopharma's value and its price as these two are different measures arrived at by different means. Investors typically determine Arca Biopharma value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arca Biopharma'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.

Arca Biopharma '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 Arca Biopharma'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 Arca Biopharma.
0.00
10/27/2022
No Change 0.00  0.0 
In 31 days
11/26/2022
0.00
If you would invest  0.00  in Arca Biopharma on October 27, 2022 and sell it all today you would earn a total of 0.00 from holding Arca Biopharma or generate 0.0% return on investment in Arca Biopharma over 30 days. Arca Biopharma is related to or competes with Regeneron Pharmaceuticals, and Vertex Pharmaceutic. ARCA biopharma, Inc., a clinical-stage biopharmaceutical company, develops and commercializes genetically targeted thera... More

Arca Biopharma 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 Arca Biopharma'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 Arca Biopharma upside and downside potential and time the market with a certain degree of confidence.

Arca Biopharma Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Arca Biopharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arca Biopharma's standard deviation. In reality, there are many statistical measures that can use Arca Biopharma historical prices to predict the future Arca Biopharma's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Arca Biopharma'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 Arca Biopharma in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.102.084.31
Details
Intrinsic
Valuation
LowReal ValueHigh
1.875.627.85
Details
Naive
Forecast
LowNext ValueHigh
0.0435982.184.41
Details
1 Analysts
Consensus
LowTarget PriceHigh
16.5016.5016.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Arca Biopharma. Your research has to be compared to or analyzed against Arca Biopharma's peers to derive any actionable benefits. When done correctly, Arca Biopharma'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 Arca Biopharma.

Arca Biopharma Backtested Returns

Arca Biopharma secures Sharpe Ratio (or Efficiency) of -0.0715, which signifies that the company had -0.0715% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Arca Biopharma exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Arca Biopharma risk adjusted performance of (0.09), and Mean Deviation of 1.68 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 0.0599, which signifies not very significant fluctuations relative to the market. Let's try to break down what Arca Biopharma's beta means in this case. As returns on the market increase, Arca Biopharma returns are expected to increase less than the market. However, during the bear market, the loss on holding Arca Biopharma will be expected to be smaller as well. Even though it is essential to pay attention to Arca Biopharma historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy in foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Arca Biopharma exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Arca Biopharma has an expected return of -0.16%. Please be advised to confirm Arca Biopharma value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall to decide if Arca Biopharma performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.6  

Good reverse predictability

Arca Biopharma has good reverse predictability. Overlapping area represents the amount of predictability between Arca Biopharma time series from 27th of October 2022 to 11th of November 2022 and 11th of November 2022 to 26th of November 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 Arca Biopharma price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Arca Biopharma price fluctuation can be explain by its past prices.
Correlation Coefficient-0.6
Spearman Rank Test-0.66
Residual Average0.0
Price Variance0.0

Arca Biopharma lagged returns against current returns

Autocorrelation, which is Arca Biopharma 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 Arca Biopharma's stock expected returns. We can calculate the autocorrelation of Arca Biopharma returns to help us make a trade decision. For example, suppose you find that Arca Biopharma stock 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   
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       Timeline  

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

Arca Biopharma Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Arca Biopharma without increasing your portfolio risk or giving up the 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.

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Analyst Recommendations

Analyst recommendations and target price estimates broken down by several categories
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Pair Trading with Arca Biopharma

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 Arca Biopharma 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 Arca Biopharma will appreciate offsetting losses from the drop in the long position's value.

Moving against Arca Biopharma

-0.69SGMLSigma Lithium Corp Downward RallyPairCorr
The ability to find closely correlated positions to Arca Biopharma could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arca Biopharma 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 Arca Biopharma - 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 Arca Biopharma to buy it.
The correlation of Arca Biopharma 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 Arca Biopharma moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arca Biopharma 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 Arca Biopharma 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 Arca Biopharma Correlation, Arca Biopharma Volatility and Arca Biopharma Alpha and Beta module to complement your research on Arca Biopharma. You can also try Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

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Arca Biopharma technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Arca Biopharma technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Arca Biopharma trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...