CRPT Market Value
| CRPT Crypto | USD 0 0.000008 0.20% |
| Symbol | CRPT |
CRPT '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 CRPT'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 CRPT.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in CRPT on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding CRPT or generate 0.0% return on investment in CRPT over 90 days. CRPT is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, and DIA. CRPT is peer-to-peer digital currency powered by the Blockchain technology.
CRPT 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 CRPT'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 CRPT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 57.8 | |||
| Information Ratio | 0.0822 | |||
| Maximum Drawdown | 161.36 | |||
| Value At Risk | (51.92) | |||
| Potential Upside | 100.0 |
CRPT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CRPT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CRPT's standard deviation. In reality, there are many statistical measures that can use CRPT historical prices to predict the future CRPT's volatility.| Risk Adjusted Performance | 0.0788 | |||
| Jensen Alpha | 2.7 | |||
| Total Risk Alpha | 6.94 | |||
| Sortino Ratio | 0.0483 | |||
| Treynor Ratio | 22.95 |
CRPT Backtested Returns
CRPT is abnormally risky given 3 months investment horizon. CRPT secures Sharpe Ratio (or Efficiency) of 0.0798, which signifies that digital coin had a 0.0798 % return per unit of risk over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.73% are justified by taking the suggested risk. Use CRPT risk adjusted performance of 0.0788, and Mean Deviation of 14.09 to evaluate coin specific risk that cannot be diversified away. The crypto shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CRPT's returns are expected to increase less than the market. However, during the bear market, the loss of holding CRPT is expected to be smaller as well.
Auto-correlation | -0.11 |
Insignificant reverse predictability
CRPT has insignificant reverse predictability. Overlapping area represents the amount of predictability between CRPT time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 CRPT price movement. The serial correlation of -0.11 indicates that less than 11.0% of current CRPT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CRPT lagged returns against current returns
Autocorrelation, which is CRPT 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 CRPT's crypto coin expected returns. We can calculate the autocorrelation of CRPT returns to help us make a trade decision. For example, suppose you find that CRPT 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 |
CRPT 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 CRPT crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CRPT crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CRPT crypto coin over time.
Current vs Lagged Prices |
| Timeline |
CRPT Lagged Returns
When evaluating CRPT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CRPT crypto coin have on its future price. CRPT 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, CRPT autocorrelation shows the relationship between CRPT crypto coin current value and its past values and can show if there is a momentum factor associated with investing in CRPT.
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 CRPT offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of CRPT'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 Crpt Crypto.Check out CRPT Correlation, CRPT Volatility and Investing Opportunities module to complement your research on CRPT. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
CRPT 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.