DUSK Market Value
| DUSK Crypto | USD 0.28 0.02 7.69% |
| Symbol | DUSK |
DUSK '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 DUSK'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 DUSK.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in DUSK on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding DUSK or generate 0.0% return on investment in DUSK over 180 days. DUSK is related to or competes with Staked Ether, EigenLayer, BLZ, Highstreet, Tokocrypto, and DIA. DUSK is peer-to-peer digital currency powered by the Blockchain technology.
DUSK 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 DUSK'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 DUSK upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.94 | |||
| Information Ratio | 0.061 | |||
| Maximum Drawdown | 31.67 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 9.52 |
DUSK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DUSK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DUSK's standard deviation. In reality, there are many statistical measures that can use DUSK historical prices to predict the future DUSK's volatility.| Risk Adjusted Performance | 0.0727 | |||
| Jensen Alpha | 0.4477 | |||
| Total Risk Alpha | (0.52) | |||
| Sortino Ratio | 0.0466 | |||
| Treynor Ratio | 1.27 |
DUSK Backtested Returns
DUSK appears to be unusually risky, given 3 months investment horizon. DUSK secures Sharpe Ratio (or Efficiency) of 0.0801, which denotes digital coin had a 0.0801% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for DUSK, which you can use to evaluate the volatility of coin. Please utilize DUSK's Market Risk Adjusted Performance of 1.28, downside deviation of 7.94, and Mean Deviation of 4.62 to check if our risk estimates are consistent with your expectations. The crypto shows a Beta (market volatility) of 0.39, which means possible diversification benefits within a given portfolio. As returns on the market increase, DUSK's returns are expected to increase less than the market. However, during the bear market, the loss of holding DUSK is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
DUSK has below average predictability. Overlapping area represents the amount of predictability between DUSK time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 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 DUSK price movement. The serial correlation of 0.38 indicates that just about 38.0% of current DUSK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DUSK lagged returns against current returns
Autocorrelation, which is DUSK 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 DUSK's crypto coin expected returns. We can calculate the autocorrelation of DUSK returns to help us make a trade decision. For example, suppose you find that DUSK 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 |
DUSK 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 DUSK crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DUSK crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DUSK crypto coin over time.
Current vs Lagged Prices |
| Timeline |
DUSK Lagged Returns
When evaluating DUSK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DUSK crypto coin have on its future price. DUSK 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, DUSK autocorrelation shows the relationship between DUSK crypto coin current value and its past values and can show if there is a momentum factor associated with investing in DUSK.
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 DUSK offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of DUSK'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 Dusk Crypto.Check out DUSK Correlation, DUSK Volatility and Investing Opportunities module to complement your research on DUSK. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
DUSK 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.