Arkham Market Value
| ARKM Crypto | USD 0.62 0.01 1.64% |
| Symbol | Arkham |
Arkham '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 Arkham'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 Arkham.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Arkham on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Arkham or generate 0.0% return on investment in Arkham over 30 days. Arkham is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, Tokocrypto, and DIA. Arkham is peer-to-peer digital currency powered by the Blockchain technology.
Arkham 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 Arkham'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 Arkham upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 37.33 | |||
| Value At Risk | (15.45) | |||
| Potential Upside | 8.96 |
Arkham Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arkham's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arkham's standard deviation. In reality, there are many statistical measures that can use Arkham historical prices to predict the future Arkham's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (1.93) | |||
| Total Risk Alpha | (1.98) | |||
| Treynor Ratio | (28.70) |
Arkham Backtested Returns
Arkham secures Sharpe Ratio (or Efficiency) of -0.24, which signifies that digital coin had a -0.24 % return per unit of risk over the last 3 months. Arkham exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arkham's Standard Deviation of 7.51, mean deviation of 5.73, and Risk Adjusted Performance of (0.18) to double-check the risk estimate we provide. The crypto shows a Beta (market volatility) of 0.0673, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arkham's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arkham is expected to be smaller as well.
Auto-correlation | 0.59 |
Modest predictability
Arkham has modest predictability. Overlapping area represents the amount of predictability between Arkham time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Arkham price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Arkham price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arkham lagged returns against current returns
Autocorrelation, which is Arkham 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 Arkham's crypto coin expected returns. We can calculate the autocorrelation of Arkham returns to help us make a trade decision. For example, suppose you find that Arkham 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 |
Arkham 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 Arkham crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arkham crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arkham crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Arkham Lagged Returns
When evaluating Arkham's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arkham crypto coin have on its future price. Arkham 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, Arkham autocorrelation shows the relationship between Arkham crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Arkham.
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 Arkham offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Arkham'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 Arkham Crypto.Check out Arkham Correlation, Arkham Volatility and Investing Opportunities module to complement your research on Arkham. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Arkham 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.