REP Market Value
| REP Crypto | USD 1.09 0.24 28.24% |
| Symbol | REP |
REP '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 REP'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 REP.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in REP on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding REP or generate 0.0% return on investment in REP over 90 days. REP is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, and DIA. REP is peer-to-peer digital currency powered by the Blockchain technology.
REP 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 REP'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 REP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.44 | |||
| Information Ratio | 0.1166 | |||
| Maximum Drawdown | 51.99 | |||
| Value At Risk | (11.86) | |||
| Potential Upside | 12.5 |
REP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for REP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as REP's standard deviation. In reality, there are many statistical measures that can use REP historical prices to predict the future REP's volatility.| Risk Adjusted Performance | 0.1032 | |||
| Jensen Alpha | 1.09 | |||
| Total Risk Alpha | 2.67 | |||
| Sortino Ratio | 0.1803 | |||
| Treynor Ratio | (0.95) |
REP Backtested Returns
REP is abnormally risky given 3 months investment horizon. REP maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies digital coin had a 0.11 % return per unit of standard deviation over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.37% are justified by taking the suggested risk. Use REP Market Risk Adjusted Performance of (0.94), semi deviation of 6.6, and Risk Adjusted Performance of 0.1032 to evaluate coin specific risk that cannot be diversified away. The crypto holds a Beta of -1.29, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning REP are expected to decrease by larger amounts. On the other hand, during market turmoil, REP is expected to outperform it.
Auto-correlation | 0.48 |
Average predictability
REP has average predictability. Overlapping area represents the amount of predictability between REP 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 REP price movement. The serial correlation of 0.48 indicates that about 48.0% of current REP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
REP lagged returns against current returns
Autocorrelation, which is REP 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 REP's crypto coin expected returns. We can calculate the autocorrelation of REP returns to help us make a trade decision. For example, suppose you find that REP 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 |
REP 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 REP crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if REP crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in REP crypto coin over time.
Current vs Lagged Prices |
| Timeline |
REP Lagged Returns
When evaluating REP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of REP crypto coin have on its future price. REP 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, REP autocorrelation shows the relationship between REP crypto coin current value and its past values and can show if there is a momentum factor associated with investing in REP.
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 REP offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of REP'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 Rep Crypto.Check out REP Correlation, REP Volatility and Investing Opportunities module to complement your research on REP. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
REP 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.