Morpho Market Value
| MORPHO Crypto | 3.36 0.08 2.44% |
| Symbol | Morpho |
Please note, there is a significant difference between Morpho's coin value and its market price as these two are different measures arrived at by different means. Cryptocurrency investors typically determine Morpho value by looking at such factors as its true mass adoption, usability, application, safety as well as its ability to resist fraud and manipulation. On the other hand, Morpho's price is the amount at which it trades on the cryptocurrency exchange or other digital marketplace that truly represents its supply and demand.
Morpho '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 Morpho'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 Morpho.
| 12/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Morpho on December 5, 2024 and sell it all today you would earn a total of 0.00 from holding Morpho or generate 0.0% return on investment in Morpho over 30 days. Morpho is related to or competes with Staked Ether, Phala Network, EigenLayer, and Tokocrypto. Morpho is peer-to-peer digital currency powered by the Blockchain technology.
Morpho 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 Morpho'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 Morpho upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.26 | |||
| Information Ratio | 0.0673 | |||
| Maximum Drawdown | 32.05 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 9.71 |
Morpho Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Morpho's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morpho's standard deviation. In reality, there are many statistical measures that can use Morpho historical prices to predict the future Morpho's volatility.| Risk Adjusted Performance | 0.0667 | |||
| Jensen Alpha | 0.3353 | |||
| Total Risk Alpha | 0.2642 | |||
| Sortino Ratio | 0.0317 | |||
| Treynor Ratio | 1.74 |
Morpho Backtested Returns
Morpho is abnormally risky given 3 months investment horizon. Morpho has Sharpe Ratio of 0.13, which conveys that digital coin had a 0.13% return per unit of risk over the last 3 months. We were able to interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 16.03% are justified by taking the suggested risk. Use Morpho Mean Deviation of 1.86, downside deviation of 10.26, and Risk Adjusted Performance of 0.0667 to evaluate coin specific risk that cannot be diversified away. The crypto secures a Beta (Market Risk) of 0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Morpho's returns are expected to increase less than the market. However, during the bear market, the loss of holding Morpho is expected to be smaller as well.
Auto-correlation | 0.39 |
Below average predictability
Morpho has below average predictability. Overlapping area represents the amount of predictability between Morpho time series from 5th of December 2024 to 20th of December 2024 and 20th of December 2024 to 4th of January 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 Morpho price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Morpho price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Morpho lagged returns against current returns
Autocorrelation, which is Morpho 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 Morpho's crypto coin expected returns. We can calculate the autocorrelation of Morpho returns to help us make a trade decision. For example, suppose you find that Morpho 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 |
Morpho 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 Morpho crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morpho crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morpho crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Morpho Lagged Returns
When evaluating Morpho's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morpho crypto coin have on its future price. Morpho 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, Morpho autocorrelation shows the relationship between Morpho crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Morpho.
Regressed Prices |
| Timeline |
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Check out Morpho Correlation, Morpho Volatility and Investing Opportunities module to complement your research on Morpho. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Morpho 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.