Archrock Market Value
| AROCDelisted Stock | USD 24.61 0.49 2.03% |
| Symbol | Archrock |
Archrock '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 Archrock'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 Archrock.
| 05/25/2025 |
| 08/23/2025 |
If you would invest 0.00 in Archrock on May 25, 2025 and sell it all today you would earn a total of 0.00 from holding Archrock or generate 0.0% return on investment in Archrock over 90 days. Archrock is related to or competes with ProPetro Holding, Select Energy, USA Compression, Par Pacific, and MRC Global. Archrock, Inc., together with its subsidiaries, operates as an energy infrastructure company in the United States More
Archrock 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 Archrock'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 Archrock upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.57 | |||
| Value At Risk | (2.98) | |||
| Potential Upside | 2.43 |
Archrock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Archrock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Archrock's standard deviation. In reality, there are many statistical measures that can use Archrock historical prices to predict the future Archrock's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.1) |
Archrock Backtested Returns
Archrock secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. Archrock exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Archrock's risk adjusted performance of (0), and Mean Deviation of 1.29 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Archrock's returns are expected to increase less than the market. However, during the bear market, the loss of holding Archrock is expected to be smaller as well. At this point, Archrock has a negative expected return of -0.0159%. Please make sure to confirm Archrock's coefficient of variation, value at risk, rate of daily change, as well as the relationship between the total risk alpha and kurtosis , to decide if Archrock performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.53 |
Good reverse predictability
Archrock has good reverse predictability. Overlapping area represents the amount of predictability between Archrock time series from 25th of May 2025 to 9th of July 2025 and 9th of July 2025 to 23rd 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 Archrock price movement. The serial correlation of -0.53 indicates that about 53.0% of current Archrock price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Archrock lagged returns against current returns
Autocorrelation, which is Archrock 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 Archrock's stock expected returns. We can calculate the autocorrelation of Archrock returns to help us make a trade decision. For example, suppose you find that Archrock 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 |
Archrock 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 Archrock stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Archrock stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Archrock stock over time.
Current vs Lagged Prices |
| Timeline |
Archrock Lagged Returns
When evaluating Archrock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Archrock stock have on its future price. Archrock 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, Archrock autocorrelation shows the relationship between Archrock stock current value and its past values and can show if there is a momentum factor associated with investing in Archrock.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Archrock Correlation, Archrock Volatility and Archrock Alpha and Beta module to complement your research on Archrock. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Other Consideration for investing in Archrock Stock
If you are still planning to invest in Archrock check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Archrock's history and understand the potential risks before investing.
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