ARKEMA OTC Stock Market Value

ARKAF -  USA Stock  

USD 126.40  0.000002  0.00%

ARKEMA SA's market value is the price at which a share of ARKEMA SA stock trades on a public exchange. It measures the collective expectations of ARKEMA SA investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of ARKEMA SA and determine expected loss or profit from investing in ARKEMA SA over a given investment horizon. Please continue to ARKEMA SA Hype Analysis, ARKEMA SA Correlation, ARKEMA SA Valuation, ARKEMA SA Volatility, as well as analyze ARKEMA SA Alpha and Beta and ARKEMA SA Performance.
Symbol
Backtest


The market value of ARKEMA SA is measured differently than its book value, which is the value of ARKEMA that is recorded on the company's balance sheet. Investors also form their own opinion of ARKEMA SA's value that differs from its market value or its book value, called intrinsic value, which is ARKEMA SA'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 ARKEMA SA's market value can be influenced by many factors that don't directly affect ARKEMA SA underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between ARKEMA SA's value and its price as these two are different measures arrived at by different means. Investors typically determine ARKEMA SA value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ARKEMA SA'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.

ARKEMA SA '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 ARKEMA SA's 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 ARKEMA SA.
0.00
04/26/2021
No Change 0.00  0.0 
In 3 months and 1 day
07/25/2021
0.00
If you would invest  0.00  in ARKEMA SA on April 26, 2021 and sell it all today you would earn a total of 0.00 from holding ARKEMA SA or generate 0.0% return on investment in ARKEMA SA over 90 days. ARKEMA SA is related to or competes with Sherwin Williams, Ecolab, PPG Industries, and International Flavors. Arkema S.A. manufactures and sells specialty chemicals and advanced materials worldwide

ARKEMA SA 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 ARKEMA SA's 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 ARKEMA SA upside and downside potential and time the market with a certain degree of confidence.

ARKEMA SA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for ARKEMA SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARKEMA SA's standard deviation. In reality, there are many statistical measures that can use ARKEMA SA historical prices to predict the future ARKEMA SA's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of ARKEMA SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of ARKEMA SA in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
125.20126.40127.60
Details
Intrinsic
Valuation
LowReal ValueHigh
114.56115.76139.04
Details
Naive
Forecast
LowNext ValueHigh
127.89129.09130.28
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
126.40126.40126.40
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ARKEMA SA. Your research has to be compared to or analyzed against ARKEMA SA's peers to derive any actionable benefits. When done correctly, ARKEMA SA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in ARKEMA SA.

ARKEMA SA Backtested Returns

We consider ARKEMA SA very steady. ARKEMA SA secures Sharpe Ratio (or Efficiency) of 0.0913, which signifies that the company had 0.0913% of return per unit of return volatility over the last 3 months. Our approach to foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ARKEMA SA, which you can use to evaluate the future volatility of the firm. Please confirm ARKEMA SA mean deviation of 0.3384, and Risk Adjusted Performance of 0.0702 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%.
ARKEMA SA has performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0409, which signifies not very significant fluctuations relative to the market. Let's try to break down what ARKEMA's beta means in this case. As returns on the market increase, ARKEMA SA returns are expected to increase less than the market. However, during the bear market, the loss on holding ARKEMA SA will be expected to be smaller as well. Although it is extremely important to respect ARKEMA SA historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach to foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing ARKEMA SA technical indicators, you can today evaluate if the expected return of 0.11% will be sustainable into the future. ARKEMA SA now shows a risk of 1.2%. Please confirm ARKEMA SA standard deviation, value at risk, kurtosis, as well as the relationship between the jensen alpha and semi variance to decide if ARKEMA SA will be following its price patterns.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.55)   

Good reverse predictability

ARKEMA SA has good reverse predictability. Overlapping area represents the amount of predictability between ARKEMA SA time series from 26th of April 2021 to 10th of June 2021 and 10th of June 2021 to 25th of July 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ARKEMA SA price movement. The serial correlation of -0.55 indicates that about 55.0% of current ARKEMA SA price fluctuation can be explain by its past prices. Given that ARKEMA SA has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of ARKEMA SA for similar time interval.
Correlation Coefficient-0.55
Spearman Rank Test0.11
Residual Average0.0
Price Variance5.99

ARKEMA SA lagged returns against current returns

Autocorrelation, which is ARKEMA SA 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 ARKEMA SA's otc stock expected returns. We can calculate the autocorrelation of ARKEMA SA returns to help us make a trade decision. For example, suppose you find that ARKEMA SA otc stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
Share
      Timeline 

ARKEMA SA 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 ARKEMA SA otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARKEMA SA otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARKEMA SA otc stock over time.
 Current vs Lagged Prices 
Share
      Timeline 

ARKEMA SA Lagged Returns

When evaluating ARKEMA SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARKEMA SA otc stock have on its future price. ARKEMA SA 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, ARKEMA SA autocorrelation shows the relationship between ARKEMA SA otc stock current value and its past values and can show if there is a momentum factor associated with investing in ARKEMA SA.
 Regressed Prices 
Share
      Timeline 

ARKEMA SA Investors Sentiment

The influence of ARKEMA SA's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in ARKEMA. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - ARKAF

ARKEMA SA Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in ARKEMA SA. What is your sentiment towards investing in ARKEMA SA? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Pair Trading with ARKEMA SA

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if ARKEMA SA position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in ARKEMA SA will appreciate offsetting losses from the drop in the long position's value.

ARKEMA SA Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for ARKEMA SA and Sherwin-Williams. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Please continue to ARKEMA SA Hype Analysis, ARKEMA SA Correlation, ARKEMA SA Valuation, ARKEMA SA Volatility, as well as analyze ARKEMA SA Alpha and Beta and ARKEMA SA Performance. Note that the ARKEMA SA information on this page should be used as a complementary analysis to other ARKEMA SA'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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

Complementary Tools for ARKEMA OTC Stock analysis

When running ARKEMA SA price analysis, check to measure ARKEMA SA'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 ARKEMA SA is operating at the current time. Most of ARKEMA SA's value examination focuses on studying past and present price action to predict the probability of ARKEMA SA's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ARKEMA SA's price. Additionally, you may evaluate how the addition of ARKEMA SA to your portfolios can decrease your overall portfolio volatility.
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Go
Fundamental Analysis
View fundamental data based on most recent published financial statements
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Portfolio Holdings
Check your current holdings and cash postion to detemine if your portfolio needs rebalancing
Go
ARKEMA SA technical otc 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.
A focus of ARKEMA SA technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of ARKEMA SA trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...