Arch Biopartners Stock Market Value
| ACHFF Stock | USD 1.24 0.02 1.59% |
| Symbol | Arch |
Arch Biopartners '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 Biopartners' otc 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 Biopartners.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in Arch Biopartners on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding Arch Biopartners or generate 0.0% return on investment in Arch Biopartners over 90 days. Arch Biopartners is related to or competes with Ascletis Pharma, and NervGen Pharma. Arch Biopartners Inc., a biotechnology company, develops technologies for medical or commercial impact More
Arch Biopartners 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 Biopartners' otc 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 Biopartners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.48 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 10.57 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 3.01 |
Arch Biopartners Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arch Biopartners' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arch Biopartners' standard deviation. In reality, there are many statistical measures that can use Arch Biopartners historical prices to predict the future Arch Biopartners' volatility.| Risk Adjusted Performance | 0.0243 | |||
| Jensen Alpha | 0.0694 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.12) |
Arch Biopartners Backtested Returns
At this point, Arch Biopartners is very risky. Arch Biopartners secures Sharpe Ratio (or Efficiency) of 0.0229, which signifies that the company had a 0.0229 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Arch Biopartners, which you can use to evaluate the volatility of the firm. Please confirm Arch Biopartners' mean deviation of 1.58, and Risk Adjusted Performance of 0.0243 to double-check if the risk estimate we provide is consistent with the expected return of 0.0494%. Arch Biopartners has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Arch Biopartners are expected to decrease at a much lower rate. During the bear market, Arch Biopartners is likely to outperform the market. Arch Biopartners right now shows a risk of 2.15%. Please confirm Arch Biopartners semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to decide if Arch Biopartners will be following its price patterns.
Auto-correlation | -0.53 |
Good reverse predictability
Arch Biopartners has good reverse predictability. Overlapping area represents the amount of predictability between Arch Biopartners time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th of August 2025. 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 Biopartners price movement. The serial correlation of -0.53 indicates that about 53.0% of current Arch Biopartners price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arch Biopartners lagged returns against current returns
Autocorrelation, which is Arch Biopartners otc 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 Biopartners' otc stock expected returns. We can calculate the autocorrelation of Arch Biopartners returns to help us make a trade decision. For example, suppose you find that Arch Biopartners has exhibited high autocorrelation historically, and you observe that the otc 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 Biopartners 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 Biopartners otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arch Biopartners otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arch Biopartners otc stock over time.
Current vs Lagged Prices |
| Timeline |
Arch Biopartners Lagged Returns
When evaluating Arch Biopartners' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arch Biopartners otc stock have on its future price. Arch Biopartners 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 Biopartners autocorrelation shows the relationship between Arch Biopartners otc stock current value and its past values and can show if there is a momentum factor associated with investing in Arch Biopartners.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Arch OTC Stock
Arch Biopartners financial ratios help investors to determine whether Arch OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Arch with respect to the benefits of owning Arch Biopartners security.