LS 1x (UK) Market Value
| COI1 Etf | 6.54 0.01 0.15% |
| Symbol | COI1 |
LS 1x '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 LS 1x's etf 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 LS 1x.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in LS 1x on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding LS 1x Coinbase or generate 0.0% return on investment in LS 1x over 30 days. LS 1x is related to or competes with WisdomTree Natural, Leverage Shares, WisdomTree Natural, WisdomTree, WisdomTree Silver, Leverage Shares, and GraniteShares. LS 1x is entity of United Kingdom. It is traded as Etf on LSE exchange. More
LS 1x 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 LS 1x's etf 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 LS 1x Coinbase upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.43 | |||
| Information Ratio | 0.2082 | |||
| Maximum Drawdown | 33.22 | |||
| Value At Risk | (5.34) | |||
| Potential Upside | 8.54 |
LS 1x Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LS 1x's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LS 1x's standard deviation. In reality, there are many statistical measures that can use LS 1x historical prices to predict the future LS 1x's volatility.| Risk Adjusted Performance | 0.1747 | |||
| Jensen Alpha | 1.19 | |||
| Total Risk Alpha | 0.4004 | |||
| Sortino Ratio | 0.2206 | |||
| Treynor Ratio | 1.22 |
LS 1x Coinbase Backtested Returns
LS 1x is relatively risky given 3 months investment horizon. LS 1x Coinbase retains Efficiency (Sharpe Ratio) of 0.21, which conveys that the entity had a 0.21% return per unit of price deviation over the last 3 months. We are able to interpolate and collect 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 LS 1x Coinbase Mean Deviation of 4.04, standard deviation of 5.76, and Market Risk Adjusted Performance of 1.23 to evaluate company specific risk that cannot be diversified away. The etf owns a Beta (Systematic Risk) of 1.07, which conveys a somewhat significant risk relative to the market. LS 1x returns are very sensitive to returns on the market. As the market goes up or down, LS 1x is expected to follow.
Auto-correlation | 0.20 |
Weak predictability
LS 1x Coinbase has weak predictability. Overlapping area represents the amount of predictability between LS 1x time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 LS 1x Coinbase price movement. The serial correlation of 0.2 indicates that over 20.0% of current LS 1x price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
LS 1x Coinbase lagged returns against current returns
Autocorrelation, which is LS 1x etf'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 LS 1x's etf expected returns. We can calculate the autocorrelation of LS 1x returns to help us make a trade decision. For example, suppose you find that LS 1x has exhibited high autocorrelation historically, and you observe that the etf 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 |
LS 1x 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 LS 1x etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LS 1x etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LS 1x etf over time.
Current vs Lagged Prices |
| Timeline |
LS 1x Lagged Returns
When evaluating LS 1x's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LS 1x etf have on its future price. LS 1x 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, LS 1x autocorrelation shows the relationship between LS 1x etf current value and its past values and can show if there is a momentum factor associated with investing in LS 1x Coinbase.
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.Other Information on Investing in COI1 Etf
LS 1x financial ratios help investors to determine whether COI1 Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in COI1 with respect to the benefits of owning LS 1x security.