ARCA Computer's market value is the price at which a share of ARCA Computer trades on a public exchange. It measures the collective expectations of ARCA Computer Technology investors about its performance. ARCA Computer is listed at 13678.91 as of the 21st of July 2025, which is a 0.1% down since the beginning of the trading day. The index's lowest day price was 13631.38. With this module, you can estimate the performance of a buy and hold strategy of ARCA Computer Technology and determine expected loss or profit from investing in ARCA Computer over a given investment horizon. Check out Your Current Watchlist to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.
Symbol
ARCA
ARCA Computer '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 ARCA Computer's index 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 ARCA Computer.
0.00
04/22/2025
No Change 0.00
0.0
In 3 months and 1 day
07/21/2025
0.00
If you would invest 0.00 in ARCA Computer on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding ARCA Computer Technology or generate 0.0% return on investment in ARCA Computer over 90 days.
ARCA Computer 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 ARCA Computer's index 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 ARCA Computer Technology upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARCA Computer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARCA Computer's standard deviation. In reality, there are many statistical measures that can use ARCA Computer historical prices to predict the future ARCA Computer's volatility.
ARCA Computer Technology retains Efficiency (Sharpe Ratio) of 0.46, which signifies that the index had a 0.46 % return per unit of risk over the last 3 months. By analyzing ARCA Computer's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. The index owns a Beta (Systematic Risk) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and ARCA Computer are completely uncorrelated.
Auto-correlation
0.91
Excellent predictability
ARCA Computer Technology has excellent predictability. Overlapping area represents the amount of predictability between ARCA Computer time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 ARCA Computer Technology price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current ARCA Computer price fluctuation can be explain by its past prices.
Correlation Coefficient
0.91
Spearman Rank Test
0.87
Residual Average
0.0
Price Variance
226.4 K
ARCA Computer Technology lagged returns against current returns
Autocorrelation, which is ARCA Computer index'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 ARCA Computer's index expected returns. We can calculate the autocorrelation of ARCA Computer returns to help us make a trade decision. For example, suppose you find that ARCA Computer has exhibited high autocorrelation historically, and you observe that the index 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
ARCA Computer 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 ARCA Computer index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARCA Computer index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARCA Computer index over time.
Current vs Lagged Prices
Timeline
ARCA Computer Lagged Returns
When evaluating ARCA Computer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARCA Computer index have on its future price. ARCA Computer 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, ARCA Computer autocorrelation shows the relationship between ARCA Computer index current value and its past values and can show if there is a momentum factor associated with investing in ARCA Computer Technology.
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.