EOS Market Value
| EOS Crypto | USD 0.50 0.01 2.04% |
| Symbol | EOS |
EOS '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 EOS'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 EOS.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in EOS on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding EOS or generate 0.0% return on investment in EOS over 90 days. EOS is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, and DIA. EOS is peer-to-peer digital currency powered by the Blockchain technology.
EOS 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 EOS'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 EOS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 32.38 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 6.9 |
EOS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EOS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EOS's standard deviation. In reality, there are many statistical measures that can use EOS historical prices to predict the future EOS's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.95) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (1.35) |
EOS Backtested Returns
EOS secures Sharpe Ratio (or Efficiency) of -0.17, which denotes digital coin had a -0.17 % return per unit of volatility over the last 3 months. EOS exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EOS's Mean Deviation of 4.32, market risk adjusted performance of (1.34), and Standard Deviation of 5.64 to check the risk estimate we provide. The crypto shows a Beta (market volatility) of 0.77, which means possible diversification benefits within a given portfolio. As returns on the market increase, EOS's returns are expected to increase less than the market. However, during the bear market, the loss of holding EOS is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
EOS has below average predictability. Overlapping area represents the amount of predictability between EOS 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 EOS price movement. The serial correlation of 0.38 indicates that just about 38.0% of current EOS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
EOS lagged returns against current returns
Autocorrelation, which is EOS 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 EOS's crypto coin expected returns. We can calculate the autocorrelation of EOS returns to help us make a trade decision. For example, suppose you find that EOS 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 |
EOS 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 EOS crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EOS crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EOS crypto coin over time.
Current vs Lagged Prices |
| Timeline |
EOS Lagged Returns
When evaluating EOS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EOS crypto coin have on its future price. EOS 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, EOS autocorrelation shows the relationship between EOS crypto coin current value and its past values and can show if there is a momentum factor associated with investing in EOS.
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 EOS offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of EOS'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 Eos Crypto.Check out EOS Correlation, EOS Volatility and Investing Opportunities module to complement your research on EOS. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
EOS 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.