Vanar Chain Market Value
| VANRY Crypto | USD 0.14 0.01 7.69% |
| Symbol | Vanar |
Vanar Chain '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 Vanar Chain'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 Vanar Chain.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Vanar Chain on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Vanar Chain or generate 0.0% return on investment in Vanar Chain over 720 days. Vanar Chain is related to or competes with Staked Ether, EigenLayer, BLZ, Highstreet, Tokocrypto, and DIA. Vanar Chain is peer-to-peer digital currency powered by the Blockchain technology.
Vanar Chain 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 Vanar Chain'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 Vanar Chain upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.25 | |||
| Information Ratio | 0.0922 | |||
| Maximum Drawdown | 34.13 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 12.87 |
Vanar Chain Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanar Chain's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanar Chain's standard deviation. In reality, there are many statistical measures that can use Vanar Chain historical prices to predict the future Vanar Chain's volatility.| Risk Adjusted Performance | 0.0942 | |||
| Jensen Alpha | 0.3094 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.0994 | |||
| Treynor Ratio | 0.2065 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanar Chain's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanar Chain Backtested Returns
Vanar Chain appears to be unusually volatile, given 3 months investment horizon. Vanar Chain owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates digital coin had a 0.14% return per unit of risk over the last 3 months. By inspecting Vanar Chain's technical indicators, you can evaluate if the expected return of 0.99% is justified by implied risk. Please review Vanar Chain's Risk Adjusted Performance of 0.0942, semi deviation of 5.3, and Coefficient Of Variation of 896.11 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 3.59, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vanar Chain will likely underperform.
Auto-correlation | 0.00 |
No correlation between past and present
Vanar Chain has no correlation between past and present. Overlapping area represents the amount of predictability between Vanar Chain 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 Vanar Chain price movement. The serial correlation of 0.0 indicates that just 0.0% of current Vanar Chain price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanar Chain lagged returns against current returns
Autocorrelation, which is Vanar Chain 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 Vanar Chain's crypto coin expected returns. We can calculate the autocorrelation of Vanar Chain returns to help us make a trade decision. For example, suppose you find that Vanar Chain 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 |
Vanar Chain 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 Vanar Chain crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanar Chain crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanar Chain crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Vanar Chain Lagged Returns
When evaluating Vanar Chain's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanar Chain crypto coin have on its future price. Vanar Chain 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, Vanar Chain autocorrelation shows the relationship between Vanar Chain crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Vanar Chain.
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 Vanar Chain offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanar Chain'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 Vanar Chain Crypto.Check out Vanar Chain Correlation, Vanar Chain Volatility and Investing Opportunities module to complement your research on Vanar Chain. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Vanar Chain 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.