PancakeSwap Market Value
| CAKE Crypto | USD 1.97 0.02 1.01% |
| Symbol | PancakeSwap |
PancakeSwap '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 PancakeSwap'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 PancakeSwap.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in PancakeSwap on January 30, 2025 and sell it all today you would earn a total of 0.00 from holding PancakeSwap or generate 0.0% return on investment in PancakeSwap over 30 days. PancakeSwap is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, Tokocrypto, and DIA. PancakeSwap is peer-to-peer digital currency powered by the Blockchain technology.
PancakeSwap 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 PancakeSwap'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 PancakeSwap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 49.43 | |||
| Value At Risk | (14.23) | |||
| Potential Upside | 14.38 |
PancakeSwap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PancakeSwap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PancakeSwap's standard deviation. In reality, there are many statistical measures that can use PancakeSwap historical prices to predict the future PancakeSwap's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | 0.0173 | |||
| Treynor Ratio | 0.2191 |
PancakeSwap Backtested Returns
PancakeSwap maintains Sharpe Ratio (i.e., Efficiency) of -0.0573, which implies digital coin had a -0.0573 % return per unit of risk over the last 3 months. PancakeSwap exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PancakeSwap's Coefficient Of Variation of (3,549), variance of 80.52, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The crypto holds a Beta of -1.2, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning PancakeSwap are expected to decrease by larger amounts. On the other hand, during market turmoil, PancakeSwap is expected to outperform it.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
PancakeSwap has almost perfect reverse predictability. Overlapping area represents the amount of predictability between PancakeSwap time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 PancakeSwap price movement. The serial correlation of -0.74 indicates that around 74.0% of current PancakeSwap price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
PancakeSwap lagged returns against current returns
Autocorrelation, which is PancakeSwap 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 PancakeSwap's crypto coin expected returns. We can calculate the autocorrelation of PancakeSwap returns to help us make a trade decision. For example, suppose you find that PancakeSwap 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 |
PancakeSwap 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 PancakeSwap crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PancakeSwap crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PancakeSwap crypto coin over time.
Current vs Lagged Prices |
| Timeline |
PancakeSwap Lagged Returns
When evaluating PancakeSwap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PancakeSwap crypto coin have on its future price. PancakeSwap 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, PancakeSwap autocorrelation shows the relationship between PancakeSwap crypto coin current value and its past values and can show if there is a momentum factor associated with investing in PancakeSwap.
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 PancakeSwap offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of PancakeSwap'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 Pancakeswap Crypto.Check out PancakeSwap Correlation, PancakeSwap Volatility and Investing Opportunities module to complement your research on PancakeSwap. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
PancakeSwap 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.