RSR Market Value
| RSR Crypto | USD 0.01 0.001 11.75% |
| Symbol | RSR |
RSR '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 RSR'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 RSR.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in RSR on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding RSR or generate 0.0% return on investment in RSR over 30 days. RSR is related to or competes with Staked Ether, EigenLayer, BLZ, Highstreet, Tokocrypto, and DIA. RSR is peer-to-peer digital currency powered by the Blockchain technology.
RSR 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 RSR'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 RSR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.21 | |||
| Information Ratio | 0.1099 | |||
| Maximum Drawdown | 31.54 | |||
| Value At Risk | (7.47) | |||
| Potential Upside | 9.96 |
RSR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RSR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RSR's standard deviation. In reality, there are many statistical measures that can use RSR historical prices to predict the future RSR's volatility.| Risk Adjusted Performance | 0.11 | |||
| Jensen Alpha | 0.5263 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.122 | |||
| Treynor Ratio | 0.396 |
RSR Backtested Returns
RSR is unusually risky given 3 months investment horizon. RSR maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies digital coin had a 0.17% 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 1.04% are justified by taking the suggested risk. Use RSR Risk Adjusted Performance of 0.11, semi deviation of 4.79, and Market Risk Adjusted Performance of 0.406 to evaluate coin specific risk that cannot be diversified away. The crypto holds a Beta of 1.91, which implies 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, RSR will likely underperform.
Auto-correlation | 0.60 |
Good predictability
RSR has good predictability. Overlapping area represents the amount of predictability between RSR time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of RSR price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current RSR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
RSR lagged returns against current returns
Autocorrelation, which is RSR 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 RSR's crypto coin expected returns. We can calculate the autocorrelation of RSR returns to help us make a trade decision. For example, suppose you find that RSR 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 |
RSR 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 RSR crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RSR crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RSR crypto coin over time.
Current vs Lagged Prices |
| Timeline |
RSR Lagged Returns
When evaluating RSR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RSR crypto coin have on its future price. RSR 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, RSR autocorrelation shows the relationship between RSR crypto coin current value and its past values and can show if there is a momentum factor associated with investing in RSR.
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 RSR offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of RSR'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 Rsr Crypto.Check out RSR Correlation, RSR Volatility and Investing Opportunities module to complement your research on RSR. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
RSR 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.