ArcBlock Market Value
| ABT Crypto | USD 2.06 0.20 10.75% |
| Symbol | ArcBlock |
ArcBlock '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 ArcBlock's crypto coin 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 ArcBlock.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in ArcBlock on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding ArcBlock or generate 0.0% return on investment in ArcBlock over 180 days. ArcBlock is related to or competes with XRP, Solana, Staked Ether, Sui, Toncoin, Worldcoin, and Stellar. ArcBlock is peer-to-peer digital currency powered by the Blockchain technology.
ArcBlock 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 ArcBlock's crypto coin 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 ArcBlock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.1 | |||
| Information Ratio | 0.027 | |||
| Maximum Drawdown | 25.72 | |||
| Value At Risk | (5.88) | |||
| Potential Upside | 8.13 |
ArcBlock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ArcBlock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ArcBlock's standard deviation. In reality, there are many statistical measures that can use ArcBlock historical prices to predict the future ArcBlock's volatility.| Risk Adjusted Performance | 0.0484 | |||
| Jensen Alpha | 0.2272 | |||
| Total Risk Alpha | (0.64) | |||
| Sortino Ratio | 0.0291 | |||
| Treynor Ratio | 0.7179 |
ArcBlock Backtested Returns
ArcBlock appears to be unusually risky, given 3 months investment horizon. ArcBlock secures Sharpe Ratio (or Efficiency) of 0.0689, which signifies that digital coin had a 0.0689% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for ArcBlock, which you can use to evaluate the volatility of coin. Please makes use of ArcBlock's mean deviation of 4.13, and Risk Adjusted Performance of 0.0484 to double-check if our risk estimates are consistent with your expectations. The crypto shows a Beta (market volatility) of 0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ArcBlock's returns are expected to increase less than the market. However, during the bear market, the loss of holding ArcBlock is expected to be smaller as well.
Auto-correlation | 0.60 |
Good predictability
ArcBlock has good predictability. Overlapping area represents the amount of predictability between ArcBlock time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ArcBlock price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current ArcBlock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
ArcBlock lagged returns against current returns
Autocorrelation, which is ArcBlock crypto coin'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 ArcBlock's crypto coin expected returns. We can calculate the autocorrelation of ArcBlock returns to help us make a trade decision. For example, suppose you find that ArcBlock has exhibited high autocorrelation historically, and you observe that the crypto coin is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
ArcBlock 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 ArcBlock crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ArcBlock crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ArcBlock crypto coin over time.
Current vs Lagged Prices |
| Timeline |
ArcBlock Lagged Returns
When evaluating ArcBlock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ArcBlock crypto coin have on its future price. ArcBlock 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, ArcBlock autocorrelation shows the relationship between ArcBlock crypto coin current value and its past values and can show if there is a momentum factor associated with investing in ArcBlock.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether ArcBlock offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of ArcBlock's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Arcblock Crypto.Check out ArcBlock Correlation, ArcBlock Volatility and Investing Opportunities module to complement your research on ArcBlock. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
ArcBlock technical crypto coin 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, crypto market cycles, or different charting patterns.