LRN Market Value
| LRN Crypto | USD 0 0.000021 1.59% |
| Symbol | LRN |
LRN '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 LRN'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 LRN.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in LRN on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding LRN or generate 0.0% return on investment in LRN over 90 days. LRN is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, and DIA. LRN is peer-to-peer digital currency powered by the Blockchain technology.
LRN 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 LRN'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 LRN upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.35 | |||
| Information Ratio | 0.0294 | |||
| Maximum Drawdown | 78.94 | |||
| Value At Risk | (22.33) | |||
| Potential Upside | 19.81 |
LRN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LRN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LRN's standard deviation. In reality, there are many statistical measures that can use LRN historical prices to predict the future LRN's volatility.| Risk Adjusted Performance | 0.0304 | |||
| Jensen Alpha | 0.1218 | |||
| Total Risk Alpha | 2.7 | |||
| Sortino Ratio | 0.0373 | |||
| Treynor Ratio | (0.15) |
LRN Backtested Returns
LRN appears to be abnormally risky, given 3 months investment horizon. LRN has Sharpe Ratio of 0.0133, which conveys that digital coin had a 0.0133 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for LRN, which you can use to evaluate the volatility of coin. Please exercise LRN's risk adjusted performance of 0.0304, and Mean Deviation of 9.4 to check out if our risk estimates are consistent with your expectations. The crypto secures a Beta (Market Risk) of -2.78, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning LRN are expected to decrease by larger amounts. On the other hand, during market turmoil, LRN is expected to outperform it.
Auto-correlation | -0.24 |
Weak reverse predictability
LRN has weak reverse predictability. Overlapping area represents the amount of predictability between LRN 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 LRN price movement. The serial correlation of -0.24 indicates that over 24.0% of current LRN price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
LRN lagged returns against current returns
Autocorrelation, which is LRN 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 LRN's crypto coin expected returns. We can calculate the autocorrelation of LRN returns to help us make a trade decision. For example, suppose you find that LRN 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 |
LRN 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 LRN crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LRN crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LRN crypto coin over time.
Current vs Lagged Prices |
| Timeline |
LRN Lagged Returns
When evaluating LRN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LRN crypto coin have on its future price. LRN 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, LRN autocorrelation shows the relationship between LRN crypto coin current value and its past values and can show if there is a momentum factor associated with investing in LRN.
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 LRN offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of LRN'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 Lrn Crypto.Check out LRN Correlation, LRN Volatility and Investing Opportunities module to complement your research on LRN. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
LRN 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.