YFII Market Value
| YFII Crypto | USD 184.12 73.11 28.42% |
| Symbol | YFII |
YFII '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 YFII'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 YFII.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in YFII on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding YFII or generate 0.0% return on investment in YFII over 30 days. YFII is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, Tokocrypto, and DIA. YFII is peer-to-peer digital currency powered by the Blockchain technology.
YFII 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 YFII'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 YFII upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.94 | |||
| Information Ratio | 0.0119 | |||
| Maximum Drawdown | 155.04 | |||
| Value At Risk | (8.43) | |||
| Potential Upside | 3.67 |
YFII Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for YFII's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as YFII's standard deviation. In reality, there are many statistical measures that can use YFII historical prices to predict the future YFII's volatility.| Risk Adjusted Performance | 0.019 | |||
| Jensen Alpha | 0.1836 | |||
| Total Risk Alpha | 0.0855 | |||
| Sortino Ratio | 0.0124 | |||
| Treynor Ratio | 0.1319 |
YFII Backtested Returns
YFII appears to be abnormally risky, given 3 months investment horizon. YFII shows Sharpe Ratio of 0.013, which attests that digital coin had a 0.013 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for YFII, which you can use to evaluate the volatility of coin. Please utilize YFII's Downside Deviation of 14.94, mean deviation of 4.5, and Risk Adjusted Performance of 0.019 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 1.45, which attests to 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, YFII will likely underperform.
Auto-correlation | 0.31 |
Below average predictability
YFII has below average predictability. Overlapping area represents the amount of predictability between YFII time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th 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 YFII price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current YFII price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 839.89 |
YFII lagged returns against current returns
Autocorrelation, which is YFII 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 YFII's crypto coin expected returns. We can calculate the autocorrelation of YFII returns to help us make a trade decision. For example, suppose you find that YFII 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 |
YFII 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 YFII crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if YFII crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in YFII crypto coin over time.
Current vs Lagged Prices |
| Timeline |
YFII Lagged Returns
When evaluating YFII's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of YFII crypto coin have on its future price. YFII 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, YFII autocorrelation shows the relationship between YFII crypto coin current value and its past values and can show if there is a momentum factor associated with investing in YFII.
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 YFII offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of YFII'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 Yfii Crypto.Check out YFII Correlation, YFII Volatility and Investing Opportunities module to complement your research on YFII. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
YFII 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.