LBC Market Value
| LBC Crypto | USD 0 0 70.46% |
| Symbol | LBC |
LBC '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 LBC'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 LBC.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in LBC on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding LBC or generate 0.0% return on investment in LBC over 30 days. LBC is related to or competes with XRP, Solana, Staked Ether, Sui, Toncoin, Stellar, and Worldcoin. LBC is peer-to-peer digital currency powered by the Blockchain technology.
LBC 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 LBC'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 LBC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 21.78 | |||
| Information Ratio | 0.1372 | |||
| Maximum Drawdown | 209.92 | |||
| Value At Risk | (39.08) | |||
| Potential Upside | 65.83 |
LBC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LBC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LBC's standard deviation. In reality, there are many statistical measures that can use LBC historical prices to predict the future LBC's volatility.| Risk Adjusted Performance | 0.1177 | |||
| Jensen Alpha | 5.12 | |||
| Total Risk Alpha | (0.56) | |||
| Sortino Ratio | 0.2101 | |||
| Treynor Ratio | (1.33) |
LBC Backtested Returns
LBC is abnormally risky given 3 months investment horizon. LBC retains Efficiency (Sharpe Ratio) of 0.15, which conveys that digital coin had a 0.15% return per unit of return volatility 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 4.98% are justified by taking the suggested risk. Use LBC Mean Deviation of 19.29, market risk adjusted performance of (1.32), and Downside Deviation of 21.78 to evaluate coin specific risk that cannot be diversified away. The entity owns a Beta (Systematic Risk) of -3.52, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning LBC are expected to decrease by larger amounts. On the other hand, during market turmoil, LBC is expected to outperform it.
Auto-correlation | -0.48 |
Modest reverse predictability
LBC has modest reverse predictability. Overlapping area represents the amount of predictability between LBC 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 LBC price movement. The serial correlation of -0.48 indicates that about 48.0% of current LBC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
LBC lagged returns against current returns
Autocorrelation, which is LBC 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 LBC's crypto coin expected returns. We can calculate the autocorrelation of LBC returns to help us make a trade decision. For example, suppose you find that LBC 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 |
LBC 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 LBC crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LBC crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LBC crypto coin over time.
Current vs Lagged Prices |
| Timeline |
LBC Lagged Returns
When evaluating LBC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LBC crypto coin have on its future price. LBC 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, LBC autocorrelation shows the relationship between LBC crypto coin current value and its past values and can show if there is a momentum factor associated with investing in LBC.
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 LBC offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of LBC'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 Lbc Crypto.Check out LBC Correlation, LBC Volatility and Investing Opportunities module to complement your research on LBC. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
LBC 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.