Arweave Market Value
| AR Crypto | USD 25.74 3.50 15.74% |
| Symbol | Arweave |
Arweave '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 Arweave'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 Arweave.
| 09/01/2024 |
| 11/30/2024 |
If you would invest 0.00 in Arweave on September 1, 2024 and sell it all today you would earn a total of 0.00 from holding Arweave or generate 0.0% return on investment in Arweave over 90 days. Arweave is related to or competes with Staked Ether, EigenLayer, BLZ, Highstreet, Tokocrypto, and DIA. Arweave is peer-to-peer digital currency powered by the Blockchain technology.
Arweave 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 Arweave'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 Arweave upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.36 | |||
| Information Ratio | 0.0091 | |||
| Maximum Drawdown | 24.09 | |||
| Value At Risk | (7.86) | |||
| Potential Upside | 10.89 |
Arweave Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arweave's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arweave's standard deviation. In reality, there are many statistical measures that can use Arweave historical prices to predict the future Arweave's volatility.| Risk Adjusted Performance | 0.0345 | |||
| Jensen Alpha | 0.055 | |||
| Total Risk Alpha | (0.75) | |||
| Sortino Ratio | 0.0094 | |||
| Treynor Ratio | 0.1845 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arweave's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Arweave Backtested Returns
Arweave appears to be unusually risky, given 3 months investment horizon. Arweave secures Sharpe Ratio (or Efficiency) of 0.0489, which signifies that digital coin had a 0.0489% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Arweave, which you can use to evaluate the volatility of coin. Please makes use of Arweave's Downside Deviation of 5.36, risk adjusted performance of 0.0345, and Mean Deviation of 4.23 to double-check if our risk estimates are consistent with your expectations. The crypto shows a Beta (market volatility) of 0.97, which signifies possible diversification benefits within a given portfolio. Arweave returns are very sensitive to returns on the market. As the market goes up or down, Arweave is expected to follow.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Arweave has insignificant reverse predictability. Overlapping area represents the amount of predictability between Arweave time series from 1st of September 2024 to 16th of October 2024 and 16th of October 2024 to 30th 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 Arweave price movement. The serial correlation of -0.16 indicates that over 16.0% of current Arweave price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 5.85 |
Arweave lagged returns against current returns
Autocorrelation, which is Arweave 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 Arweave's crypto coin expected returns. We can calculate the autocorrelation of Arweave returns to help us make a trade decision. For example, suppose you find that Arweave 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 |
Arweave 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 Arweave crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arweave crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arweave crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Arweave Lagged Returns
When evaluating Arweave's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arweave crypto coin have on its future price. Arweave 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, Arweave autocorrelation shows the relationship between Arweave crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Arweave.
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 Arweave offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Arweave'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 Arweave Crypto.Check out Arweave Correlation, Arweave Volatility and Investing Opportunities module to complement your research on Arweave. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Arweave 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.