Archer Daniels Midland Stock Market Value

ADM Stock  USD 62.81  0.18  0.29%   
Archer Daniels' market value is the price at which a share of Archer Daniels trades on a public exchange. It measures the collective expectations of Archer Daniels Midland investors about its performance. Archer Daniels is selling at 62.81 as of the 29th of March 2024; that is -0.29 percent decrease since the beginning of the trading day. The stock's lowest day price was 62.63.
With this module, you can estimate the performance of a buy and hold strategy of Archer Daniels Midland and determine expected loss or profit from investing in Archer Daniels over a given investment horizon. Check out Archer Daniels Correlation, Archer Daniels Volatility and Archer Daniels Alpha and Beta module to complement your research on Archer Daniels.
Symbol

Archer-Daniels-Midland Price To Book Ratio

Is Archer Daniels' 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 Archer Daniels. If investors know Archer 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 Archer Daniels 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
(0.42)
Dividend Share
1.8
Earnings Share
6.43
Revenue Per Share
173.632
Quarterly Revenue Growth
(0.11)
The market value of Archer-Daniels-Midland is measured differently than its book value, which is the value of Archer that is recorded on the company's balance sheet. Investors also form their own opinion of Archer Daniels' value that differs from its market value or its book value, called intrinsic value, which is Archer Daniels' 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 Archer Daniels' market value can be influenced by many factors that don't directly affect Archer Daniels' 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 Archer Daniels' value and its price as these two are different measures arrived at by different means. Investors typically determine if Archer Daniels is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Archer Daniels' 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.

Archer Daniels '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 Archer Daniels' 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 Archer Daniels.
0.00
04/09/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/29/2024
0.00
If you would invest  0.00  in Archer Daniels on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Archer Daniels Midland or generate 0.0% return on investment in Archer Daniels over 720 days. Archer Daniels is related to or competes with Dole PLC, Davis Commodities, Edible Garden, Natures Miracle, and AquaBounty Technologies. Archer-Daniels-Midland Company procures, transports, stores, processes, and merchandises agricultural commodities, produ... More

Archer Daniels 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 Archer Daniels' 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 Archer Daniels Midland upside and downside potential and time the market with a certain degree of confidence.

Archer Daniels Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Archer Daniels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archer Daniels' standard deviation. In reality, there are many statistical measures that can use Archer Daniels historical prices to predict the future Archer Daniels' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Archer Daniels' 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
59.3362.8166.29
Details
Intrinsic
Valuation
LowRealHigh
58.7662.2465.72
Details
Naive
Forecast
LowNextHigh
62.8766.3569.83
Details
16 Analysts
Consensus
LowTargetHigh
87.9296.62107.25
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Archer Daniels. Your research has to be compared to or analyzed against Archer Daniels' peers to derive any actionable benefits. When done correctly, Archer Daniels' 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 Archer-Daniels-Midland.

Archer-Daniels-Midland Backtested Returns

Archer-Daniels-Midland secures Sharpe Ratio (or Efficiency) of -0.0444, which signifies that the company had a -0.0444% return per unit of standard deviation over the last 3 months. Archer Daniels Midland exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Archer Daniels' risk adjusted performance of (0.01), and Mean Deviation of 1.5 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.0, which signifies possible diversification benefits within a given portfolio. Archer Daniels returns are very sensitive to returns on the market. As the market goes up or down, Archer Daniels is expected to follow. Archer-Daniels-Midland has an expected return of -0.16%. Please make sure to confirm Archer-Daniels-Midland maximum drawdown, rate of daily change, and the relationship between the jensen alpha and kurtosis , to decide if Archer-Daniels-Midland performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.26  

Poor predictability

Archer Daniels Midland has poor predictability. Overlapping area represents the amount of predictability between Archer Daniels time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th 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 Archer-Daniels-Midland price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Archer Daniels price fluctuation can be explain by its past prices.
Correlation Coefficient0.26
Spearman Rank Test0.07
Residual Average0.0
Price Variance75.59

Archer-Daniels-Midland lagged returns against current returns

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

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

Archer Daniels Lagged Returns

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

Pair Trading with Archer Daniels

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

Moving together with Archer Stock

  0.76BG Bunge Limited Financial Report 1st of May 2024 PairCorr
  0.62LW Lamb Weston Holdings Earnings Call This WeekPairCorr

Moving against Archer Stock

  0.68FARM Farmer Bros Financial Report 8th of May 2024 PairCorr
  0.44BOF BranchOut Food CommonPairCorr
The ability to find closely correlated positions to Archer Daniels could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Archer Daniels 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 Archer Daniels - 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 Archer Daniels Midland to buy it.
The correlation of Archer Daniels 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 Archer Daniels moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Archer-Daniels-Midland 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 Archer Daniels 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 Archer-Daniels-Midland is a strong investment it is important to analyze Archer Daniels' 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 Archer Daniels' future performance. For an informed investment choice regarding Archer Stock, refer to the following important reports:
Check out Archer Daniels Correlation, Archer Daniels Volatility and Archer Daniels Alpha and Beta module to complement your research on Archer Daniels.
Note that the Archer-Daniels-Midland information on this page should be used as a complementary analysis to other Archer Daniels' 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 Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

Complementary Tools for Archer Stock analysis

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