SwissBorg Market Value
| BORG Crypto | USD 0.32 0.01 3.23% |
| Symbol | SwissBorg |
SwissBorg '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 SwissBorg'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 SwissBorg.
| 09/01/2024 |
| 11/30/2024 |
If you would invest 0.00 in SwissBorg on September 1, 2024 and sell it all today you would earn a total of 0.00 from holding SwissBorg or generate 0.0% return on investment in SwissBorg over 90 days. SwissBorg is related to or competes with Staked Ether, EigenLayer, BLZ, Highstreet, Tokocrypto, and DIA. SwissBorg is peer-to-peer digital currency powered by the Blockchain technology.
SwissBorg 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 SwissBorg'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 SwissBorg upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.52 | |||
| Information Ratio | 0.2128 | |||
| Maximum Drawdown | 22.02 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 12.0 |
SwissBorg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SwissBorg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SwissBorg's standard deviation. In reality, there are many statistical measures that can use SwissBorg historical prices to predict the future SwissBorg's volatility.| Risk Adjusted Performance | 0.1916 | |||
| Jensen Alpha | 1.2 | |||
| Total Risk Alpha | 0.3636 | |||
| Sortino Ratio | 0.1679 | |||
| Treynor Ratio | 6.4 |
SwissBorg Backtested Returns
SwissBorg is extremely risky given 3 months investment horizon. SwissBorg owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates digital coin had a 0.24% return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.25% are justified by taking the suggested risk. Use SwissBorg Semi Deviation of 2.79, risk adjusted performance of 0.1916, and Coefficient Of Variation of 417.46 to evaluate coin specific risk that cannot be diversified away. The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SwissBorg's returns are expected to increase less than the market. However, during the bear market, the loss of holding SwissBorg is expected to be smaller as well.
Auto-correlation | 0.58 |
Modest predictability
SwissBorg has modest predictability. Overlapping area represents the amount of predictability between SwissBorg 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 SwissBorg price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current SwissBorg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SwissBorg lagged returns against current returns
Autocorrelation, which is SwissBorg 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 SwissBorg's crypto coin expected returns. We can calculate the autocorrelation of SwissBorg returns to help us make a trade decision. For example, suppose you find that SwissBorg 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 |
SwissBorg 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 SwissBorg crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SwissBorg crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SwissBorg crypto coin over time.
Current vs Lagged Prices |
| Timeline |
SwissBorg Lagged Returns
When evaluating SwissBorg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SwissBorg crypto coin have on its future price. SwissBorg 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, SwissBorg autocorrelation shows the relationship between SwissBorg crypto coin current value and its past values and can show if there is a momentum factor associated with investing in SwissBorg.
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 SwissBorg offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SwissBorg'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 Swissborg Crypto.Check out SwissBorg Correlation, SwissBorg Volatility and Investing Opportunities module to complement your research on SwissBorg. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
SwissBorg 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.