Arch Resources Stock Market Value

ARCH
 Stock
  

USD 156.87  3.87  2.53%   

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


Is Arch Resources' 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 Arch Resources. If investors know Arch Resources 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 Arch Resources 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 YOY
0.77
Market Capitalization
2.8 B
Quarterly Revenue Growth YOY
0.45
Return On Assets
0.34
Return On Equity
1.36
The market value of Arch Resources is measured differently than its book value, which is the value of Arch Resources that is recorded on the company's balance sheet. Investors also form their own opinion of Arch Resources' value that differs from its market value or its book value, called intrinsic value, which is Arch Resources' 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 Arch Resources' market value can be influenced by many factors that don't directly affect Arch Resources' 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 Arch Resources' value and its price as these two are different measures arrived at by different means. Investors typically determine Arch Resources value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arch Resources' 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.

Arch Resources '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 Resources' 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 Resources.
0.00
09/05/2021
No Change 0.00  0.0 
In 1 year 2 months and 26 days
11/29/2022
0.00
If you would invest  0.00  in Arch Resources on September 5, 2021 and sell it all today you would earn a total of 0.00 from holding Arch Resources or generate 0.0% return on investment in Arch Resources over 450 days. Arch Resources is related to or competes with China Shenhua, Yanzhou Coal, and Exxon. Arch Resources, Inc. produces and sells thermal and metallurgical coal from surface and underground mines More

Arch Resources 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 Resources' 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 Resources upside and downside potential and time the market with a certain degree of confidence.

Arch Resources Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arch Resources' standard deviation. In reality, there are many statistical measures that can use Arch Resources historical prices to predict the future Arch Resources' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Arch Resources' 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 Arch Resources in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
150.36153.88157.40
Details
Intrinsic
Valuation
LowReal ValueHigh
126.86130.38168.30
Details
Naive
Forecast
LowNext ValueHigh
151.65155.17158.69
Details
4 Analysts
Consensus
LowTarget PriceHigh
80.00115.50142.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Arch Resources. Your research has to be compared to or analyzed against Arch Resources' peers to derive any actionable benefits. When done correctly, Arch Resources' 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 Arch Resources.

Arch Resources Backtested Returns

We consider Arch Resources very steady. Arch Resources secures Sharpe Ratio (or Efficiency) of 0.0396, which signifies that the company had 0.0396% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Arch Resources, which you can use to evaluate the future volatility of the firm. Please confirm Arch Resources risk adjusted performance of (0.010583), and Mean Deviation of 2.68 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%.
Arch Resources has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.0029, which signifies a somewhat significant risk relative to the market. Let's try to break down what Arch Resources's beta means in this case. Arch Resources returns are very sensitive to returns on the market. As the market goes up or down, Arch Resources is expected to follow. Although it is important to respect Arch Resources historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Arch Resources technical indicators, you can presently evaluate if the expected return of 0.14% will be sustainable into the future. Arch Resources right now shows a risk of 3.57%. Please confirm Arch Resources jensen alpha, semi variance, and the relationship between the standard deviation and value at risk to decide if Arch Resources will be following its price patterns.

Auto-correlation

    
  0.07  

Virtually no predictability

Arch Resources has virtually no predictability. Overlapping area represents the amount of predictability between Arch Resources time series from 5th of September 2021 to 18th of April 2022 and 18th of April 2022 to 29th 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 Arch Resources price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Arch Resources price fluctuation can be explain by its past prices.
Correlation Coefficient0.07
Spearman Rank Test-0.17
Residual Average0.0
Price Variance172.41

Arch Resources lagged returns against current returns

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

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

Arch Resources Lagged Returns

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

Arch Resources Investors Sentiment

The influence of Arch Resources' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Arch Resources. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Arch Resources' public news can be used to forecast risks associated with investment in Arch Resources. The trend in average sentiment can be used to explain how an investor holding Arch Resources can time the market purely based on public headlines and social activities around Arch Resources. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Arch Resources' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Arch Resources' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Arch Resources' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Arch Resources.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Arch Resources in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Arch Resources' short interest history, or implied volatility extrapolated from Arch Resources options trading.

Pair Trading with Arch Resources

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 Arch Resources 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 Arch Resources will appreciate offsetting losses from the drop in the long position's value.

Moving together with Arch Resources

+0.68JPMJP Morgan Chase Fiscal Year End 13th of January 2023 PairCorr
+0.78APAApa Corp Potential GrowthPairCorr
+0.65GEOGeo Group Normal TradingPairCorr
The ability to find closely correlated positions to Arch Resources could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arch Resources 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 Arch Resources - 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 Arch Resources to buy it.
The correlation of Arch Resources 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 Arch Resources moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arch Resources 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 Arch Resources 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 Arch Resources Correlation, Arch Resources Volatility and Arch Resources Alpha and Beta module to complement your research on Arch Resources. Note that the Arch Resources information on this page should be used as a complementary analysis to other Arch Resources' 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 Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

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When running Arch Resources price analysis, check to measure Arch Resources' 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 Resources is operating at the current time. Most of Arch Resources' value examination focuses on studying past and present price action to predict the probability of Arch Resources' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Arch Resources' price. Additionally, you may evaluate how the addition of Arch Resources to your portfolios can decrease your overall portfolio volatility.
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Arch Resources 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 Arch Resources technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Arch Resources 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...