MTH Market Value
| MTH Crypto | USD 0.0004 0.000002 0.48% |
| Symbol | MTH |
MTH '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 MTH'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 MTH.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in MTH on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding MTH or generate 0.0% return on investment in MTH over 90 days. MTH is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, and DIA. MTH is peer-to-peer digital currency powered by the Blockchain technology.
MTH 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 MTH'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 MTH upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.11 | |||
| Information Ratio | 0.0115 | |||
| Maximum Drawdown | 114.62 | |||
| Value At Risk | (29.67) | |||
| Potential Upside | 34.88 |
MTH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MTH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MTH's standard deviation. In reality, there are many statistical measures that can use MTH historical prices to predict the future MTH's volatility.| Risk Adjusted Performance | 0.0152 | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | 2.59 | |||
| Sortino Ratio | 0.0119 | |||
| Treynor Ratio | (0.05) |
MTH Backtested Returns
At this point, MTH is abnormally risky. MTH has Sharpe Ratio of close to zero, which conveys that digital coin had a close to zero % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for MTH, which you can use to evaluate the volatility of coin. Please verify MTH's mean deviation of 11.79, and Risk Adjusted Performance of 0.0152 to check out if the risk estimate we provide is consistent with the expected return of 0.0653%. The crypto secures a Beta (Market Risk) of -2.58, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning MTH are expected to decrease by larger amounts. On the other hand, during market turmoil, MTH is expected to outperform it.
Auto-correlation | 0.38 |
Below average predictability
MTH has below average predictability. Overlapping area represents the amount of predictability between MTH 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 MTH price movement. The serial correlation of 0.38 indicates that just about 38.0% of current MTH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MTH lagged returns against current returns
Autocorrelation, which is MTH 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 MTH's crypto coin expected returns. We can calculate the autocorrelation of MTH returns to help us make a trade decision. For example, suppose you find that MTH 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 |
MTH 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 MTH crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MTH crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MTH crypto coin over time.
Current vs Lagged Prices |
| Timeline |
MTH Lagged Returns
When evaluating MTH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MTH crypto coin have on its future price. MTH 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, MTH autocorrelation shows the relationship between MTH crypto coin current value and its past values and can show if there is a momentum factor associated with investing in MTH.
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 MTH offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MTH'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 Mth Crypto.Check out MTH Correlation, MTH Volatility and Investing Opportunities module to complement your research on MTH. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
MTH 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.