Coin Citadel Stock Market Value
| CCTL Stock | USD 0.0001 0.00 0.00% |
| Symbol | Coin |
Coin Citadel '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 Coin Citadel's pink sheet 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 Coin Citadel.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Coin Citadel on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Coin Citadel or generate 0.0% return on investment in Coin Citadel over 90 days. Coin Citadel is related to or competes with Mawson Infrastructure, Iris Energy, CleanSpark, and Armada Mercantile. Coin Citadel, a digital currency and blockchain investment company, focuses on building, operating, and supporting block... More
Coin Citadel 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 Coin Citadel's pink sheet 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 Coin Citadel upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1006 | |||
| Maximum Drawdown | 150.0 |
Coin Citadel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coin Citadel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coin Citadel's standard deviation. In reality, there are many statistical measures that can use Coin Citadel historical prices to predict the future Coin Citadel's volatility.| Risk Adjusted Performance | 0.0899 | |||
| Jensen Alpha | 2.26 | |||
| Total Risk Alpha | 6.29 | |||
| Treynor Ratio | (91.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Coin Citadel's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Coin Citadel Backtested Returns
Coin Citadel appears to be out of control, given 3 months investment horizon. Coin Citadel secures Sharpe Ratio (or Efficiency) of 0.0383, which signifies that the company had a 0.0383 % return per unit of risk over the last 3 months. By analyzing Coin Citadel's technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please makes use of Coin Citadel's Risk Adjusted Performance of 0.0899, standard deviation of 23.91, and Mean Deviation of 8.88 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Coin Citadel holds a performance score of 3. The firm shows a Beta (market volatility) of -0.0248, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Coin Citadel are expected to decrease at a much lower rate. During the bear market, Coin Citadel is likely to outperform the market. Please check Coin Citadel's coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day typical price , to make a quick decision on whether Coin Citadel's price patterns will revert.
Auto-correlation | 0.43 |
Average predictability
Coin Citadel has average predictability. Overlapping area represents the amount of predictability between Coin Citadel 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 Coin Citadel price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Coin Citadel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Coin Citadel lagged returns against current returns
Autocorrelation, which is Coin Citadel pink sheet'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 Coin Citadel's pink sheet expected returns. We can calculate the autocorrelation of Coin Citadel returns to help us make a trade decision. For example, suppose you find that Coin Citadel has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Coin Citadel 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 Coin Citadel pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coin Citadel pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coin Citadel pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Coin Citadel Lagged Returns
When evaluating Coin Citadel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coin Citadel pink sheet have on its future price. Coin Citadel 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, Coin Citadel autocorrelation shows the relationship between Coin Citadel pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Coin Citadel.
Regressed Prices |
| Timeline |
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Coin Citadel financial ratios help investors to determine whether Coin Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Coin with respect to the benefits of owning Coin Citadel security.