EXM Market Value
| EXM Crypto | USD 0 0.000064 1.55% |
| Symbol | EXM |
EXM '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 EXM'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 EXM.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in EXM on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding EXM or generate 0.0% return on investment in EXM over 90 days. EXM is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, and DIA. EXM is peer-to-peer digital currency powered by the Blockchain technology.
EXM 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 EXM'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 EXM upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 15.05 | |||
| Value At Risk | (6.60) | |||
| Potential Upside | 3.25 |
EXM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EXM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EXM's standard deviation. In reality, there are many statistical measures that can use EXM historical prices to predict the future EXM's volatility.| Risk Adjusted Performance | (0.23) | |||
| Jensen Alpha | (1.05) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | 3.16 |
EXM Backtested Returns
EXM secures Sharpe Ratio (or Efficiency) of -0.29, which denotes digital coin had a -0.29 % return per unit of risk over the last 3 months. EXM exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EXM's Mean Deviation of 2.44, standard deviation of 3.75, and Coefficient Of Variation of (374.17) to check the risk estimate we provide. The crypto shows a Beta (market volatility) of -0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning EXM are expected to decrease at a much lower rate. During the bear market, EXM is likely to outperform the market.
Auto-correlation | 0.60 |
Good predictability
EXM has good predictability. Overlapping area represents the amount of predictability between EXM time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 EXM price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current EXM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
EXM lagged returns against current returns
Autocorrelation, which is EXM 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 EXM's crypto coin expected returns. We can calculate the autocorrelation of EXM returns to help us make a trade decision. For example, suppose you find that EXM 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 |
EXM 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 EXM crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EXM crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EXM crypto coin over time.
Current vs Lagged Prices |
| Timeline |
EXM Lagged Returns
When evaluating EXM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EXM crypto coin have on its future price. EXM 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, EXM autocorrelation shows the relationship between EXM crypto coin current value and its past values and can show if there is a momentum factor associated with investing in EXM.
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 EXM offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of EXM'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 Exm Crypto.Check out EXM Correlation, EXM Volatility and Investing Opportunities module to complement your research on EXM. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
EXM 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.