Arch Capital Group Stock Overlap Studies Hilbert Transform Instantaneous Trendline

ACGL Stock  USD 92.44  0.96  1.05%   
Arch Capital overlap studies tool provides the execution environment for running the Hilbert Transform Instantaneous Trendline study and other technical functions against Arch Capital. Arch Capital value trend is the prevailing direction of the price over some defined period of time. The concept of trend is an important idea in technical analysis, including the analysis of overlap studies indicators. As with most other technical indicators, the Hilbert Transform Instantaneous Trendline study function is designed to identify and follow existing trends. Arch Capital overlay technical analysis usually involve calculating upper and lower limits of price movements based on various statistical techniques.

Study
The minimum time period for execution of this function requires larger time horizon. Please increase the time horizon for this function. The output start index for this execution was zero with a total number of output elements of zero. The Instantaneous Trendline is a moving-average-like indicator which is formed by removing the Dominant Cycle from Arch Capital Group price series.

Arch Capital Technical Analysis Modules

Most technical analysis of Arch Capital help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Arch from various momentum indicators to cycle indicators. When you analyze Arch charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.

About Arch Capital Predictive Technical Analysis

Predictive technical analysis modules help investors to analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Arch Capital Group. We use our internally-developed statistical techniques to arrive at the intrinsic value of Arch Capital Group based on widely used predictive technical indicators. In general, we focus on analyzing Arch Stock price patterns and their correlations with different microeconomic environment and drivers. We also apply predictive analytics to build Arch Capital's daily price indicators and compare them against related drivers, such as overlap studies and various other types of predictive indicators. Using this methodology combined with a more conventional technical analysis and fundamental analysis, we attempt to find the most accurate representation of Arch Capital's intrinsic value. In addition to deriving basic predictive indicators for Arch Capital, we also check how macroeconomic factors affect Arch Capital price patterns. Please read more on our technical analysis page or use our predictive modules below to complement your research.
 2023 2024 (projected)
Price Earnings Ratio6.165.86
Short Term Coverage Ratios21.3222.39
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arch Capital'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.
Hype
Prediction
LowEstimatedHigh
91.3192.3893.45
Details
Intrinsic
Valuation
LowRealHigh
89.1890.25101.68
Details
Naive
Forecast
LowNextHigh
90.1391.2092.26
Details
15 Analysts
Consensus
LowTargetHigh
83.9892.29102.44
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Arch Capital. Your research has to be compared to or analyzed against Arch Capital's peers to derive any actionable benefits. When done correctly, Arch Capital's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Arch Capital Group.

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As an individual investor, you need to find a reliable way to track all your investment portfolios' performance accurately. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing you full analytical transparency into your positions, our tools can tell you how much better you can do without increasing your risk or reducing expected return.

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Arch Capital Group pair trading

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

Arch Capital Pair Trading

Arch Capital Group Pair Trading Analysis

The ability to find closely correlated positions to Arch Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arch Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Arch Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Arch Capital Group to buy it.
The correlation of Arch Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Arch Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arch Capital Group moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Arch Capital can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
When determining whether Arch Capital Group is a strong investment it is important to analyze Arch Capital's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Arch Capital's future performance. For an informed investment choice regarding Arch Stock, refer to the following important reports:
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 Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.

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.
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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.