BKK Market Value
| BKK Crypto | USD 0.08 0.00 0.00% |
| Symbol | BKK |
BKK '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 BKK'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 BKK.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in BKK on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding BKK or generate 0.0% return on investment in BKK over 90 days. BKK is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, and DIA. BKK is peer-to-peer digital currency powered by the Blockchain technology.
BKK 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 BKK'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 BKK upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 3.19 | |||
| Maximum Drawdown | 0.2465 |
BKK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BKK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BKK's standard deviation. In reality, there are many statistical measures that can use BKK historical prices to predict the future BKK's volatility.| Risk Adjusted Performance | (0.27) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (4.00) |
BKK Backtested Returns
At this point, BKK is relatively risky. BKK secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that digital coin had a close to zero % return per unit of return volatility over the last 3 months. We have found sixteen technical indicators for BKK, which you can use to evaluate the volatility of coin. Please confirm BKK's Risk Adjusted Performance of (0.27), coefficient of variation of 993794.66, and Mean Deviation of 0.0077 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%. The crypto shows a Beta (market volatility) of 0.0025, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BKK's returns are expected to increase less than the market. However, during the bear market, the loss of holding BKK is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
BKK has no correlation between past and present. Overlapping area represents the amount of predictability between BKK time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 BKK price movement. The serial correlation of 0.0 indicates that just 0.0% of current BKK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BKK lagged returns against current returns
Autocorrelation, which is BKK 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 BKK's crypto coin expected returns. We can calculate the autocorrelation of BKK returns to help us make a trade decision. For example, suppose you find that BKK 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 |
BKK 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 BKK crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BKK crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BKK crypto coin over time.
Current vs Lagged Prices |
| Timeline |
BKK Lagged Returns
When evaluating BKK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BKK crypto coin have on its future price. BKK 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, BKK autocorrelation shows the relationship between BKK crypto coin current value and its past values and can show if there is a momentum factor associated with investing in BKK.
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 BKK offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of BKK'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 Bkk Crypto.Check out BKK Correlation, BKK Volatility and Investing Opportunities module to complement your research on BKK. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
BKK 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.