Arkema OTC Stock Market Value

ARKAY -  USA Stock  

USD 134.07  3.33  2.55%

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


The market value of Arkema ADR 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 ADR's value that differs from its market value or its book value, called intrinsic value, which is Arkema ADR'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 ADR's market value can be influenced by many factors that don't directly affect Arkema ADR 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 ADR's value and its price as these two are different measures arrived at by different means. Investors typically determine Arkema ADR value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arkema ADR'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 ADR '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 ADR'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 ADR.
0.00
08/19/2021
No Change 0.00  0.0 
In 2 months and 1 day
10/18/2021
0.00
If you would invest  0.00  in Arkema ADR on August 19, 2021 and sell it all today you would earn a total of 0.00 from holding Arkema ADR or generate 0.0% return on investment in Arkema ADR over 60 days. Arkema ADR is related to or competes with Sherwin Williams, Ecolab, Du Pont, and PPG Industries. Arkema S.A. manufactures and sells specialty chemicals and advanced materials worldwide

Arkema ADR 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 ADR'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 ADR upside and downside potential and time the market with a certain degree of confidence.

Arkema ADR Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Arkema ADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arkema ADR's standard deviation. In reality, there are many statistical measures that can use Arkema ADR historical prices to predict the future Arkema ADR'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 ADR'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 ADR in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
132.48134.18135.88
Details
Intrinsic
Valuation
LowReal ValueHigh
121.92123.62147.48
Details
Naive
Forecast
LowNext ValueHigh
137.51139.21140.92
Details
1 Analysts
Consensus
LowTarget PriceHigh
115.50115.50115.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Arkema ADR. Your research has to be compared to or analyzed against Arkema ADR's peers to derive any actionable benefits. When done correctly, Arkema ADR'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 ADR.

Arkema ADR Backtested Returns

We consider Arkema ADR very steady. Arkema ADR secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had 0.1% of return per unit of risk over the last 3 months. Our standpoint towards 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-eight technical indicators for Arkema ADR, which you can use to evaluate the future volatility of the firm. Please confirm Arkema ADR Mean Deviation of 1.3, risk adjusted performance of 0.0452, and Downside Deviation of 2.15 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%.
Arkema ADR has performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.4143, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Arkema's beta means in this case. As returns on the market increase, Arkema ADR returns are expected to increase less than the market. However, during the bear market, the loss on holding Arkema ADR will be expected to be smaller as well. Although it is extremely important to respect Arkema ADR historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards 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 analyzing Arkema ADR technical indicators, you can presently evaluate if the expected return of 0.18% will be sustainable into the future. Arkema ADR right now shows a risk of 1.7%. Please confirm Arkema ADR potential upside, and the relationship between the total risk alpha and kurtosis to decide if Arkema ADR will be following its price patterns.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.66)   

Very good reverse predictability

Arkema ADR has very good reverse predictability. Overlapping area represents the amount of predictability between Arkema ADR time series from 19th of August 2021 to 18th of September 2021 and 18th of September 2021 to 18th of October 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 ADR price movement. The serial correlation of -0.66 indicates that around 66.0% of current Arkema ADR price fluctuation can be explain by its past prices. Given that Arkema ADR has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Arkema ADR for similar time interval.
Correlation Coefficient-0.66
Spearman Rank Test-0.33
Residual Average0.0
Price Variance11.54

Arkema ADR lagged returns against current returns

Autocorrelation, which is Arkema ADR 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 ADR's otc stock expected returns. We can calculate the autocorrelation of Arkema ADR returns to help us make a trade decision. For example, suppose you find that Arkema ADR 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 
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      Timeline 

Arkema ADR 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 ADR otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arkema ADR 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 ADR otc stock over time.
 Current vs Lagged Prices 
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      Timeline 

Arkema ADR Lagged Returns

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

Arkema ADR Investors Sentiment

The influence of Arkema ADR'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 - ARKAY

Arkema ADR Investor Sentiment

Most of Macroaxis users are presently bullish on Arkema ADR. What is your sentiment towards investing in Arkema ADR? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Pair Trading with Arkema ADR

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 ADR 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 ADR will appreciate offsetting losses from the drop in the long position's value.

Arkema ADR Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Arkema ADR 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
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Please continue to Arkema ADR Hype Analysis, Arkema ADR Correlation, Arkema ADR Valuation, Arkema ADR Volatility, as well as analyze Arkema ADR Alpha and Beta and Arkema ADR Performance. Note that the Arkema ADR information on this page should be used as a complementary analysis to other Arkema ADR'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

Complementary Tools for Arkema OTC Stock analysis

When running Arkema ADR price analysis, check to measure Arkema ADR'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 ADR is operating at the current time. Most of Arkema ADR's value examination focuses on studying past and present price action to predict the probability of Arkema ADR's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Arkema ADR's price. Additionally, you may evaluate how the addition of Arkema ADR to your portfolios can decrease your overall portfolio volatility.
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Arkema ADR 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 ADR technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Arkema ADR 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...