AST Market Value
| AST Crypto | USD 0.10 0 4.38% |
| Symbol | AST |
AST '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 AST'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 AST.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in AST on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding AST or generate 0.0% return on investment in AST over 720 days. AST is related to or competes with Staked Ether, EigenLayer, BLZ, Highstreet, Tokocrypto, and DIA. AST is peer-to-peer digital currency powered by the Blockchain technology.
AST 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 AST'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 AST upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.37 | |||
| Information Ratio | 0.0576 | |||
| Maximum Drawdown | 37.29 | |||
| Value At Risk | (5.95) | |||
| Potential Upside | 7.52 |
AST Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AST's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AST's standard deviation. In reality, there are many statistical measures that can use AST historical prices to predict the future AST's volatility.| Risk Adjusted Performance | 0.0714 | |||
| Jensen Alpha | 0.4102 | |||
| Total Risk Alpha | (0.41) | |||
| Sortino Ratio | 0.0698 | |||
| Treynor Ratio | 3.31 |
AST Backtested Returns
AST appears to be extremely risky, given 3 months investment horizon. AST secures Sharpe Ratio (or Efficiency) of 0.0939, which signifies that digital coin had a 0.0939% return per unit of risk over the last 3 months. By analyzing AST's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please makes use of AST's mean deviation of 3.77, and Risk Adjusted Performance of 0.0714 to double-check if our risk estimates are consistent with your expectations. The crypto shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AST's returns are expected to increase less than the market. However, during the bear market, the loss of holding AST is expected to be smaller as well.
Auto-correlation | -0.46 |
Modest reverse predictability
AST has modest reverse predictability. Overlapping area represents the amount of predictability between AST time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 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 AST price movement. The serial correlation of -0.46 indicates that about 46.0% of current AST price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AST lagged returns against current returns
Autocorrelation, which is AST 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 AST's crypto coin expected returns. We can calculate the autocorrelation of AST returns to help us make a trade decision. For example, suppose you find that AST 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 |
AST 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 AST crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AST crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AST crypto coin over time.
Current vs Lagged Prices |
| Timeline |
AST Lagged Returns
When evaluating AST's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AST crypto coin have on its future price. AST 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, AST autocorrelation shows the relationship between AST crypto coin current value and its past values and can show if there is a momentum factor associated with investing in AST.
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 AST offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of AST'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 Ast Crypto.Check out AST Correlation, AST Volatility and Investing Opportunities module to complement your research on AST. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
AST 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.