FSN Market Value
| FSN Crypto | USD 0.04 0.0002 0.50% |
| Symbol | FSN |
FSN '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 FSN'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 FSN.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in FSN on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding FSN or generate 0.0% return on investment in FSN over 30 days. FSN is related to or competes with XRP, Solana, Staked Ether, Sui, Toncoin, Stellar, and Worldcoin. FSN is peer-to-peer digital currency powered by the Blockchain technology.
FSN 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 FSN'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 FSN upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 31.46 | |||
| Value At Risk | (9.07) | |||
| Potential Upside | 10.92 |
FSN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FSN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FSN's standard deviation. In reality, there are many statistical measures that can use FSN historical prices to predict the future FSN's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | (1.27) | |||
| Treynor Ratio | (0.61) |
FSN Backtested Returns
FSN secures Sharpe Ratio (or Efficiency) of -0.0328, which denotes digital coin had a -0.0328% return per unit of risk over the last 3 months. FSN exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FSN's Coefficient Of Variation of (2,215), mean deviation of 4.51, and Standard Deviation of 6.23 to check the risk estimate we provide. The crypto shows a Beta (market volatility) of 0.48, which means possible diversification benefits within a given portfolio. As returns on the market increase, FSN's returns are expected to increase less than the market. However, during the bear market, the loss of holding FSN is expected to be smaller as well.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
FSN has almost perfect reverse predictability. Overlapping area represents the amount of predictability between FSN time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 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 FSN price movement. The serial correlation of -0.71 indicates that around 71.0% of current FSN price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FSN lagged returns against current returns
Autocorrelation, which is FSN 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 FSN's crypto coin expected returns. We can calculate the autocorrelation of FSN returns to help us make a trade decision. For example, suppose you find that FSN 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 |
FSN 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 FSN crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FSN crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FSN crypto coin over time.
Current vs Lagged Prices |
| Timeline |
FSN Lagged Returns
When evaluating FSN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FSN crypto coin have on its future price. FSN 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, FSN autocorrelation shows the relationship between FSN crypto coin current value and its past values and can show if there is a momentum factor associated with investing in FSN.
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 FSN offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of FSN'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 Fsn Crypto.Check out FSN Correlation, FSN Volatility and Investing Opportunities module to complement your research on FSN. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
FSN 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.