COTI Market Value
| COTI Crypto | USD 0.07 0.0004 0.54% |
| Symbol | COTI |
COTI '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 COTI'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 COTI.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in COTI on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding COTI or generate 0.0% return on investment in COTI over 30 days. COTI is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, Tokocrypto, and DIA. COTI is peer-to-peer digital currency powered by the Blockchain technology.
COTI 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 COTI'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 COTI upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 34.76 | |||
| Value At Risk | (13.33) | |||
| Potential Upside | 9.09 |
COTI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for COTI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as COTI's standard deviation. In reality, there are many statistical measures that can use COTI historical prices to predict the future COTI's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.58) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | 0.7161 |
COTI Backtested Returns
COTI secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that digital coin had a -0.11 % return per unit of volatility over the last 3 months. COTI exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm COTI's mean deviation of 5.69, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The crypto shows a Beta (market volatility) of -0.82, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning COTI are expected to decrease at a much lower rate. During the bear market, COTI is likely to outperform the market.
Auto-correlation | 0.44 |
Average predictability
COTI has average predictability. Overlapping area represents the amount of predictability between COTI 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 COTI price movement. The serial correlation of 0.44 indicates that just about 44.0% of current COTI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
COTI lagged returns against current returns
Autocorrelation, which is COTI 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 COTI's crypto coin expected returns. We can calculate the autocorrelation of COTI returns to help us make a trade decision. For example, suppose you find that COTI 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 |
COTI 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 COTI crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if COTI crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in COTI crypto coin over time.
Current vs Lagged Prices |
| Timeline |
COTI Lagged Returns
When evaluating COTI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of COTI crypto coin have on its future price. COTI 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, COTI autocorrelation shows the relationship between COTI crypto coin current value and its past values and can show if there is a momentum factor associated with investing in COTI.
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 COTI offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of COTI'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 Coti Crypto.Check out COTI Correlation, COTI Volatility and Investing Opportunities module to complement your research on COTI. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
COTI 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.