Arch Capital Group Stock Price on August 30, 2021
| ACGL Stock | USD 93.14 0.64 0.68% |
Below is the normalized historical share price chart for Arch Capital Group extending back to September 14, 1995. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Arch Capital stands at 93.14, as last reported on the 24th of April, with the highest price reaching 94.37 and the lowest price hitting 93.14 during the day.
If you're considering investing in Arch Stock, it is important to understand the factors that can impact its price. Arch Capital appears to be very steady, given 3 months investment horizon. Arch Capital Group secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Arch Capital Group, which you can use to evaluate the volatility of the firm. Please makes use of Arch Capital's risk adjusted performance of 0.122, and Mean Deviation of 0.9365 to double-check if our risk estimates are consistent with your expectations.
At this time, Arch Capital's Stock Based Compensation To Revenue is quite stable compared to the past year. . At this time, Arch Capital's Price Earnings To Growth Ratio is quite stable compared to the past year. Price To Operating Cash Flows Ratio is expected to rise to 7.26 this year, although the value of Price Earnings Ratio will most likely fall to 5.86. Arch Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
IPO Date | 200 Day MA 82.3856 | 50 Day MA 89.734 | Beta 0.573 |
Arch |
Sharpe Ratio = 0.214
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ACGL | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.25 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.27 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average Arch Capital is performing at about 16% 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 Arch Capital by adding it to a well-diversified portfolio.
Price Book 1.9266 | Price Sales 2.4758 | Shares Float 357.5 M | Wall Street Target Price 105.64 | Earnings Share 11.62 |
Arch Capital Valuation on August 30, 2021
It is possible to determine the worth of Arch Capital on a given historical date. On August 30, 2021 Arch was worth 48.34 at the beginning of the trading date compared to the closed value of 48.02. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Arch Capital stock. Still, in general, we apply an absolute valuation method to find Arch Capital's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Arch Capital where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Arch Capital's related companies.
| Open | High | Low | Close | Volume | |
04/11/2022 | 48.34 | 49.15 | 47.98 | 48.02 | 1,867,900 |
| 47.96 | 48.57 | 47.53 | 47.69 | 1,809,800 |
| Backtest Arch Capital | | | Arch Capital History | | | Arch Capital Valuation | Next |
Arch Capital Trading Date Momentum on August 30, 2021
The event impact on price volatility cannot be determined at this time. Please check this event after some time to allow current data to be analyzed.Arch Capital Group Fundamentals Correlations and Trends
By evaluating Arch Capital's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Arch Capital's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Arch financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Arch Capital Stock history
Arch Capital investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Arch is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Arch Capital Group will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Arch Capital stock prices may prove useful in developing a viable investing in Arch Capital
| Last Reported | Projected for Next Year | ||
| Common Stock Shares Outstanding | 378.8 M | 443.1 M | |
| Net Income Applicable To Common Shares | 1.7 B | 1.7 B |
Arch Capital Stock Technical Analysis
Arch Capital 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.
Price Boundaries
Arch Capital Period Price Range
Low | April 11, 2022
| High |
48.34 | 48.02 |
Arch Capital April 24, 2024 Market Strength
Market strength indicators help investors to evaluate how Arch Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arch Capital shares will generate the highest return on investment. By undertsting and applying Arch Capital stock market strength indicators, traders can identify Arch Capital Group entry and exit signals to maximize returns
| Accumulation Distribution | 44464.76 | |||
| Daily Balance Of Power | (0.27) | |||
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 48.57 | |||
| Day Typical Price | 48.38 | |||
| Price Action Indicator | (0.70) | |||
| Period Momentum Indicator | 45.12 |
Arch Capital Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Arch Capital's price direction in advance. Along with the technical and fundamental analysis of Arch Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Arch to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.122 | |||
| Jensen Alpha | 0.1988 | |||
| Total Risk Alpha | 0.0529 | |||
| Sortino Ratio | 0.1355 | |||
| Treynor Ratio | 0.8169 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Arch Capital Group. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in price. Note that the Arch Capital Group information on this page should be used as a complementary analysis to other Arch Capital's 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 Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Complementary Tools for Arch Stock analysis
When running Arch Capital's price analysis, check to measure Arch Capital's 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 Arch Capital is operating at the current time. Most of Arch Capital's value examination focuses on studying past and present price action to predict the probability of Arch Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arch Capital's price. Additionally, you may evaluate how the addition of Arch Capital to your portfolios can decrease your overall portfolio volatility.
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios |
Is Arch Capital's 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 Arch Capital. If investors know Arch 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 Arch Capital 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 1.708 | Earnings Share 11.62 | Revenue Per Share 36.979 | Quarterly Revenue Growth 0.294 | Return On Assets 0.0419 |
The market value of Arch Capital Group is measured differently than its book value, which is the value of Arch that is recorded on the company's balance sheet. Investors also form their own opinion of Arch Capital's value that differs from its market value or its book value, called intrinsic value, which is Arch Capital's 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 Arch Capital's market value can be influenced by many factors that don't directly affect Arch Capital's 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 Arch Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arch Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arch Capital's 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.