Arch Resources Stock Performance

ARCH
 Stock
  

USD 156.87  1.13  0.73%   

Arch Resources has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.9972, which signifies possible diversification benefits within a given portfolio. 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 0.0533% will be sustainable into the future. Arch Resources right now shows a risk of 3.64%. Please confirm Arch Resources sortino ratio, semi variance, and the relationship between the information ratio and value at risk to decide if Arch Resources will be following its price patterns.
  
Arch Resources Performance
1 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Arch Resources are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable fundamental indicators, Arch Resources is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more

Structure and Payout Changes

Forward Annual Dividend Yield
0.0064
Payout Ratio
0.27
Last Split Factor
1:10
Forward Annual Dividend Rate
1.0
Dividend Date
2022-12-15
Ex Dividend Date
2022-11-29

Arch Resources Price Channel

Quick Ratio1.82
Fifty Two Week Low73.54
Target High Price214.00
Fifty Two Week High183.53
Payout Ratio1.50%
Target Low Price140.00

Arch Resources Relative Risk vs. Return Landscape

If you would invest  15,793  in Arch Resources on August 28, 2022 and sell it today you would lose (106.00)  from holding Arch Resources or give up 0.67% of portfolio value over 90 days. Arch Resources is currently generating 0.0533% in daily expected returns and assumes 3.6393% risk (volatility on return distribution) over the 90 days horizon. In different words, 31% of stocks are less volatile than Arch Resources, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Daily Expected Return (%)  
       Risk (%)  
Given the investment horizon of 90 days Arch Resources is expected to generate 2.19 times less return on investment than the market. In addition to that, the company is 2.63 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.08 per unit of volatility.

Arch Resources Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Resources' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Arch Resources, and traders can use it to determine the average amount a Arch Resources' 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 = 0.0146

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Estimated Market Risk
 3.64
  actual daily
 
 31 %
of total potential
 
3131
Expected Return
 0.05
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.01
  actual daily
 
 1 %
of total potential
 
11
Based on monthly moving average Arch Resources is performing at about 1% of its full potential. 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 Resources by adding it to a well-diversified portfolio.

About Arch Resources Performance

To evaluate Arch Resources Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Arch Resources generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Arch Resources Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Arch Resources market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Arch Resources's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2022
Return on Investment 36.06  38.90 
Return on Average Assets 17.58  18.97 
Return on Average Equity 69.79  75.30 
Return on Invested Capital 0.20  0.22 
Return on Sales 0.17  0.18 

Things to note about Arch Resources

Checking the ongoing alerts about Arch Resources for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Arch Resources help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Arch Resources Alerts

Equity Alerts and Improvement Suggestions

Arch Resources has very high historical volatility over the last 90 days
Latest headline from MacroaxisInsider: Payment of 564 shares by John Ziegler of Arch Resources subject to Rule 16b-3
Please continue to Trending Equities. 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 Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

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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
2.9 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.