WIN Market Value
| WIN Crypto | USD 0.000097 0.000001 1.04% |
| Symbol | WIN |
WIN '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 WIN'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 WIN.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in WIN on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding WIN or generate 0.0% return on investment in WIN over 30 days. WIN is related to or competes with XRP, Solana, Staked Ether, Sui, Toncoin, Stellar, and Worldcoin. WIN is peer-to-peer digital currency powered by the Blockchain technology.
WIN 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 WIN'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 WIN upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 53.9 | |||
| Value At Risk | (7.58) | |||
| Potential Upside | 8.96 |
WIN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for WIN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as WIN's standard deviation. In reality, there are many statistical measures that can use WIN historical prices to predict the future WIN's volatility.| Risk Adjusted Performance | 0.0051 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (1.15) | |||
| Treynor Ratio | (0.15) |
WIN Backtested Returns
At this point, WIN is unreasonably risky. WIN shows Sharpe Ratio of 0.0043, which attests that digital coin had a 0.0043% return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for WIN, which you can use to evaluate the volatility of coin. Please check out WIN's Risk Adjusted Performance of 0.0051, standard deviation of 7.02, and Mean Deviation of 3.07 to validate if the risk estimate we provide is consistent with the expected return of 0.0311%. The entity maintains a market beta of 0.3, which attests to not very significant fluctuations relative to the market. As returns on the market increase, WIN's returns are expected to increase less than the market. However, during the bear market, the loss of holding WIN is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
WIN has modest predictability. Overlapping area represents the amount of predictability between WIN 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 WIN price movement. The serial correlation of 0.5 indicates that about 50.0% of current WIN price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
WIN lagged returns against current returns
Autocorrelation, which is WIN 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 WIN's crypto coin expected returns. We can calculate the autocorrelation of WIN returns to help us make a trade decision. For example, suppose you find that WIN 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 |
WIN 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 WIN crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WIN crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WIN crypto coin over time.
Current vs Lagged Prices |
| Timeline |
WIN Lagged Returns
When evaluating WIN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of WIN crypto coin have on its future price. WIN 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, WIN autocorrelation shows the relationship between WIN crypto coin current value and its past values and can show if there is a momentum factor associated with investing in WIN.
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 WIN offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of WIN'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 Win Crypto.Check out WIN Correlation, WIN Volatility and Investing Opportunities module to complement your research on WIN. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
WIN 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.