SWTH Market Value
| SWTH Crypto | USD 0.01 0.00001 0.17% |
| Symbol | SWTH |
SWTH '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 SWTH'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 SWTH.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in SWTH on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding SWTH or generate 0.0% return on investment in SWTH over 90 days. SWTH is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, and DIA. SWTH is peer-to-peer digital currency powered by the Blockchain technology.
SWTH 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 SWTH'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 SWTH upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.72 | |||
| Information Ratio | 0.1033 | |||
| Maximum Drawdown | 482.62 | |||
| Value At Risk | (9.17) | |||
| Potential Upside | 2.55 |
SWTH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SWTH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SWTH's standard deviation. In reality, there are many statistical measures that can use SWTH historical prices to predict the future SWTH's volatility.| Risk Adjusted Performance | 0.0983 | |||
| Jensen Alpha | 6.58 | |||
| Total Risk Alpha | 13.17 | |||
| Sortino Ratio | 1.27 | |||
| Treynor Ratio | 0.9256 |
SWTH Backtested Returns
SWTH is abnormally risky given 3 months investment horizon. SWTH owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates digital coin had a 0.1 % return per unit of standard deviation over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 6.06% are justified by taking the suggested risk. Use SWTH risk adjusted performance of 0.0983, and Coefficient Of Variation of 984.69 to evaluate coin specific risk that cannot be diversified away. The entity has a beta of 6.36, which indicates 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, SWTH will likely underperform.
Auto-correlation | -0.68 |
Very good reverse predictability
SWTH has very good reverse predictability. Overlapping area represents the amount of predictability between SWTH 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 SWTH price movement. The serial correlation of -0.68 indicates that around 68.0% of current SWTH price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SWTH lagged returns against current returns
Autocorrelation, which is SWTH 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 SWTH's crypto coin expected returns. We can calculate the autocorrelation of SWTH returns to help us make a trade decision. For example, suppose you find that SWTH 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 |
SWTH 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 SWTH crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SWTH crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SWTH crypto coin over time.
Current vs Lagged Prices |
| Timeline |
SWTH Lagged Returns
When evaluating SWTH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SWTH crypto coin have on its future price. SWTH 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, SWTH autocorrelation shows the relationship between SWTH crypto coin current value and its past values and can show if there is a momentum factor associated with investing in SWTH.
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 SWTH offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SWTH'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 Swth Crypto.Check out SWTH Correlation, SWTH Volatility and Investing Opportunities module to complement your research on SWTH. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
SWTH 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.