MDS Market Value
| MDS Crypto | USD 0.000058 0.000012 17.14% |
| Symbol | MDS |
MDS '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 MDS'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 MDS.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in MDS on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding MDS or generate 0.0% return on investment in MDS over 90 days. MDS is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, and DIA. MDS is peer-to-peer digital currency powered by the Blockchain technology.
MDS 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 MDS'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 MDS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 71.67 | |||
| Value At Risk | (17.14) | |||
| Potential Upside | 16.46 |
MDS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MDS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MDS's standard deviation. In reality, there are many statistical measures that can use MDS historical prices to predict the future MDS's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | 1.04 | |||
| Treynor Ratio | (0.14) |
MDS Backtested Returns
MDS has Sharpe Ratio of -0.0357, which conveys that digital coin had a -0.0357 % return per unit of standard deviation over the last 3 months. MDS exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MDS's Mean Deviation of 7.41, market risk adjusted performance of (0.13), and Risk Adjusted Performance of (0.02) to check out the risk estimate we provide. The crypto secures a Beta (Market Risk) of 3.1, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, MDS will likely underperform.
Auto-correlation | 0.60 |
Good predictability
MDS has good predictability. Overlapping area represents the amount of predictability between MDS time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 MDS price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current MDS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MDS lagged returns against current returns
Autocorrelation, which is MDS 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 MDS's crypto coin expected returns. We can calculate the autocorrelation of MDS returns to help us make a trade decision. For example, suppose you find that MDS 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 |
MDS 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 MDS crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MDS crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MDS crypto coin over time.
Current vs Lagged Prices |
| Timeline |
MDS Lagged Returns
When evaluating MDS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MDS crypto coin have on its future price. MDS 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, MDS autocorrelation shows the relationship between MDS crypto coin current value and its past values and can show if there is a momentum factor associated with investing in MDS.
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 MDS offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MDS'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 Mds Crypto.Check out MDS Correlation, MDS Volatility and Investing Opportunities module to complement your research on MDS. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
MDS 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.