Arbitrum Market Value
| ARB Crypto | USD 0.36 0.02 5.88% |
| Symbol | Arbitrum |
Arbitrum '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 Arbitrum'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 Arbitrum.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Arbitrum on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Arbitrum or generate 0.0% return on investment in Arbitrum over 90 days. Arbitrum is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, and DIA. Arbitrum is peer-to-peer digital currency powered by the Blockchain technology.
Arbitrum 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 Arbitrum'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 Arbitrum upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 29.4 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 8.43 |
Arbitrum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arbitrum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arbitrum's standard deviation. In reality, there are many statistical measures that can use Arbitrum historical prices to predict the future Arbitrum's volatility.| Risk Adjusted Performance | (0.19) | |||
| Jensen Alpha | (1.52) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | 1.37 |
Arbitrum Backtested Returns
Arbitrum secures Sharpe Ratio (or Efficiency) of -0.23, which signifies that digital coin had a -0.23 % return per unit of standard deviation over the last 3 months. Arbitrum exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arbitrum's risk adjusted performance of (0.19), and Mean Deviation of 4.92 to double-check the risk estimate we provide. The crypto shows a Beta (market volatility) of -1.03, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Arbitrum are expected to decrease slowly. On the other hand, during market turmoil, Arbitrum is expected to outperform it slightly.
Auto-correlation | 0.71 |
Good predictability
Arbitrum has good predictability. Overlapping area represents the amount of predictability between Arbitrum time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Arbitrum price movement. The serial correlation of 0.71 indicates that around 71.0% of current Arbitrum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arbitrum lagged returns against current returns
Autocorrelation, which is Arbitrum 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 Arbitrum's crypto coin expected returns. We can calculate the autocorrelation of Arbitrum returns to help us make a trade decision. For example, suppose you find that Arbitrum 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 |
Arbitrum 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 Arbitrum crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arbitrum crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arbitrum crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Arbitrum Lagged Returns
When evaluating Arbitrum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arbitrum crypto coin have on its future price. Arbitrum 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, Arbitrum autocorrelation shows the relationship between Arbitrum crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Arbitrum.
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 Arbitrum offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Arbitrum'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 Arbitrum Crypto.Check out Arbitrum Correlation, Arbitrum Volatility and Investing Opportunities module to complement your research on Arbitrum. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Arbitrum 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.