Arca Computer Technology Index Performance

XCI Index   13,782  23.34  0.17%   
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.

ARCA Computer Relative Risk vs. Return Landscape

If you would invest  1,056,524  in ARCA Computer Technology on April 28, 2025 and sell it today you would earn a total of  321,714  from holding ARCA Computer Technology or generate 30.45% return on investment over 90 days. ARCA Computer Technology is generating 0.4285% of daily returns and assumes 1.0804% volatility on return distribution over the 90 days horizon. Simply put, 9% of indexs are less volatile than ARCA, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon ARCA Computer is expected to generate 1.39 times more return on investment than the market. However, the company is 1.39 times more volatile than its market benchmark. It trades about 0.4 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.23 per unit of risk.

ARCA Computer Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for ARCA Computer's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as ARCA Computer Technology, and traders can use it to determine the average amount a ARCA Computer's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.3966

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Estimated Market Risk

 1.08
  actual daily
9
91% of assets are more volatile

Expected Return

 0.43
  actual daily
8
92% of assets have higher returns

Risk-Adjusted Return

 0.4
  actual daily
31
69% of assets perform better
Based on monthly moving average ARCA Computer is performing at about 31% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ARCA Computer by adding it to a well-diversified portfolio.