Sushi Market Value
| SUSHI Crypto | USD 0.89 0.04 4.30% |
| Symbol | Sushi |
Sushi '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 Sushi'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 Sushi.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Sushi on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Sushi or generate 0.0% return on investment in Sushi over 720 days. Sushi is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, Tokocrypto, and DIA. Sushi is peer-to-peer digital currency powered by the Blockchain technology.
Sushi 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 Sushi'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 Sushi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.35 | |||
| Information Ratio | 0.0694 | |||
| Maximum Drawdown | 48.38 | |||
| Value At Risk | (12.87) | |||
| Potential Upside | 16.35 |
Sushi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sushi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sushi's standard deviation. In reality, there are many statistical measures that can use Sushi historical prices to predict the future Sushi's volatility.| Risk Adjusted Performance | 0.0592 | |||
| Jensen Alpha | 0.6466 | |||
| Total Risk Alpha | 0.6327 | |||
| Sortino Ratio | 0.0774 | |||
| Treynor Ratio | 1.25 |
Sushi Backtested Returns
Sushi appears to be abnormally risky, given 3 months investment horizon. Sushi owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.076, which indicates digital coin had a 0.076 % return per unit of risk over the last 3 months. By inspecting Sushi's technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please review Sushi's Coefficient Of Variation of 1416.7, risk adjusted performance of 0.0592, and Semi Deviation of 7.93 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sushi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sushi is expected to be smaller as well.
Auto-correlation | 0.68 |
Good predictability
Sushi has good predictability. Overlapping area represents the amount of predictability between Sushi time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th of February 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 Sushi price movement. The serial correlation of 0.68 indicates that around 68.0% of current Sushi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Sushi lagged returns against current returns
Autocorrelation, which is Sushi 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 Sushi's crypto coin expected returns. We can calculate the autocorrelation of Sushi returns to help us make a trade decision. For example, suppose you find that Sushi 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 |
Sushi 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 Sushi crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sushi crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sushi crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Sushi Lagged Returns
When evaluating Sushi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sushi crypto coin have on its future price. Sushi 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, Sushi autocorrelation shows the relationship between Sushi crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Sushi.
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 Sushi offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sushi'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 Sushi Crypto.Check out Sushi Correlation, Sushi Volatility and Investing Opportunities module to complement your research on Sushi. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Sushi 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.