CyberConnect Market Value
| CYBER Crypto | USD 4.72 0.28 6.31% |
| Symbol | CyberConnect |
CyberConnect '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 CyberConnect'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 CyberConnect.
| 09/01/2024 |
| 11/30/2024 |
If you would invest 0.00 in CyberConnect on September 1, 2024 and sell it all today you would earn a total of 0.00 from holding CyberConnect or generate 0.0% return on investment in CyberConnect over 90 days. CyberConnect is related to or competes with XRP, Solana, Staked Ether, Sui, Toncoin, Worldcoin, and Stellar. CyberConnect is peer-to-peer digital currency powered by the Blockchain technology.
CyberConnect 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 CyberConnect'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 CyberConnect upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.65 | |||
| Information Ratio | 0.0847 | |||
| Maximum Drawdown | 32.49 | |||
| Value At Risk | (6.52) | |||
| Potential Upside | 11.76 |
CyberConnect Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CyberConnect's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CyberConnect's standard deviation. In reality, there are many statistical measures that can use CyberConnect historical prices to predict the future CyberConnect's volatility.| Risk Adjusted Performance | 0.0912 | |||
| Jensen Alpha | 0.6407 | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | 0.0892 | |||
| Treynor Ratio | (8.58) |
CyberConnect Backtested Returns
CyberConnect appears to be unusually risky, given 3 months investment horizon. CyberConnect secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that digital coin had a 0.14% return per unit of standard deviation over the last 3 months. By analyzing CyberConnect's technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please makes use of CyberConnect's risk adjusted performance of 0.0912, and Mean Deviation of 4.37 to double-check if our risk estimates are consistent with your expectations. The crypto shows a Beta (market volatility) of -0.0736, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CyberConnect are expected to decrease at a much lower rate. During the bear market, CyberConnect is likely to outperform the market.
Auto-correlation | -0.45 |
Modest reverse predictability
CyberConnect has modest reverse predictability. Overlapping area represents the amount of predictability between CyberConnect time series from 1st of September 2024 to 16th of October 2024 and 16th of October 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CyberConnect price movement. The serial correlation of -0.45 indicates that just about 45.0% of current CyberConnect price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
CyberConnect lagged returns against current returns
Autocorrelation, which is CyberConnect 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 CyberConnect's crypto coin expected returns. We can calculate the autocorrelation of CyberConnect returns to help us make a trade decision. For example, suppose you find that CyberConnect 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 |
CyberConnect 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 CyberConnect crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CyberConnect crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CyberConnect crypto coin over time.
Current vs Lagged Prices |
| Timeline |
CyberConnect Lagged Returns
When evaluating CyberConnect's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CyberConnect crypto coin have on its future price. CyberConnect 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, CyberConnect autocorrelation shows the relationship between CyberConnect crypto coin current value and its past values and can show if there is a momentum factor associated with investing in CyberConnect.
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 CyberConnect offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of CyberConnect'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 Cyberconnect Crypto.Check out CyberConnect Correlation, CyberConnect Volatility and Investing Opportunities module to complement your research on CyberConnect. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
CyberConnect 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.