Arch Capital Group Stock Market Value

ACGL Stock  USD 91.48  0.89  0.98%   
Arch Capital's market value is the price at which a share of Arch Capital trades on a public exchange. It measures the collective expectations of Arch Capital Group investors about its performance. Arch Capital is selling for 91.48 as of the 28th of March 2024. This is a 0.98 percent up since the beginning of the trading day. The stock's lowest day price was 90.83.
With this module, you can estimate the performance of a buy and hold strategy of Arch Capital Group and determine expected loss or profit from investing in Arch Capital over a given investment horizon. Check out Arch Capital Correlation, Arch Capital Volatility and Arch Capital Alpha and Beta module to complement your research on Arch Capital.
Symbol

Arch Capital Group Price To Book Ratio

Is Arch Capital'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 Arch Capital. If investors know Arch 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 Capital 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
1.708
Earnings Share
11.62
Revenue Per Share
36.979
Quarterly Revenue Growth
0.294
Return On Assets
0.0419
The market value of Arch Capital Group is measured differently than its book value, which is the value of Arch that is recorded on the company's balance sheet. Investors also form their own opinion of Arch Capital's value that differs from its market value or its book value, called intrinsic value, which is Arch Capital'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 Arch Capital's market value can be influenced by many factors that don't directly affect Arch Capital'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 Arch Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arch Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arch Capital'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.

Arch Capital '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 Capital'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 Arch Capital.
0.00
02/27/2024
No Change 0.00  0.0 
In 30 days
03/28/2024
0.00
If you would invest  0.00  in Arch Capital on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Arch Capital Group or generate 0.0% return on investment in Arch Capital over 30 days. Arch Capital is related to or competes with Athene Holding, Athene Holding, Athene Holding, Athene Holding, Athene Holding, Berkshire Hathaway, and Enstar Group. Arch Capital Group Ltd., together with its subsidiaries, provides insurance, reinsurance, and mortgage insurance product... More

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

Arch Capital Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arch Capital's standard deviation. In reality, there are many statistical measures that can use Arch Capital historical prices to predict the future Arch Capital's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arch Capital'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.
Hype
Prediction
LowEstimatedHigh
90.3591.4292.49
Details
Intrinsic
Valuation
LowRealHigh
88.7589.82100.63
Details
Naive
Forecast
LowNextHigh
89.7390.8091.87
Details
15 Analysts
Consensus
LowTargetHigh
83.9892.29102.44
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Arch Capital. Your research has to be compared to or analyzed against Arch Capital's peers to derive any actionable benefits. When done correctly, Arch Capital's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Arch Capital Group.

Arch Capital Group Backtested Returns

Arch Capital appears to be very steady, given 3 months investment horizon. Arch Capital Group secures Sharpe Ratio (or Efficiency) of 0.32, which signifies that the company had a 0.32% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Arch Capital Group, which you can use to evaluate the volatility of the firm. Please makes use of Arch Capital's mean deviation of 0.8103, and Risk Adjusted Performance of 0.1775 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arch Capital holds a performance score of 25. The firm shows a Beta (market volatility) of -0.0836, which signifies not very significant fluctuations relative to the market. 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. Please check Arch Capital's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Arch Capital's price patterns will revert.

Auto-correlation

    
  -0.32  

Poor reverse predictability

Arch Capital Group has poor reverse predictability. Overlapping area represents the amount of predictability between Arch Capital time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 2024. 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 Capital Group price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Arch Capital price fluctuation can be explain by its past prices.
Correlation Coefficient-0.32
Spearman Rank Test-0.43
Residual Average0.0
Price Variance0.26

Arch Capital Group lagged returns against current returns

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

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

Arch Capital Lagged Returns

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

Arch Capital Investors Sentiment

The influence of Arch Capital's 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. 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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to Arch Capital's public news can be used to forecast risks associated with an investment in Arch. The trend in average sentiment can be used to explain how an investor holding Arch can time the market purely based on public headlines and social activities around Arch Capital Group. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Arch Capital's 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 Capital's 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 Capital's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Arch Capital.
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 Capital 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 Capital's short interest history, or implied volatility extrapolated from Arch Capital options trading.

Pair Trading with Arch Capital

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

Moving together with Arch Stock

  0.85ATH-PD Athene HoldingPairCorr
  0.62ATH-PE Athene HoldingPairCorr
  0.72ATH-PB Athene HoldingPairCorr
  0.64ATH-PC Athene HoldingPairCorr
The ability to find closely correlated positions to Arch Capital 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 Capital 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 Capital - 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 Capital Group to buy it.
The correlation of Arch Capital is a statistical measure of how it moves in relation to other instruments. 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 Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arch Capital Group 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 Capital 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
When determining whether Arch Capital Group is a strong investment it is important to analyze Arch Capital's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Arch Capital's future performance. For an informed investment choice regarding Arch Stock, refer to the following important reports:
Check out Arch Capital Correlation, Arch Capital Volatility and Arch Capital Alpha and Beta module to complement your research on Arch Capital.
Note that the Arch Capital Group information on this page should be used as a complementary analysis to other Arch Capital'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 the AI Investment Finder module to use AI to screen and filter profitable investment opportunities.

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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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Arch Capital 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 Capital technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Arch Capital 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...