AE Market Value
| AE Crypto | USD 0.04 0.0007 1.89% |
| Symbol | AE |
AE '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 AE'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 AE.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in AE on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding AE or generate 0.0% return on investment in AE over 30 days. AE is related to or competes with Solana, XRP, Sui, Staked Ether, Toncoin, Worldcoin, and Avalanche. AE is peer-to-peer digital currency powered by the Blockchain technology.
AE 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 AE'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 AE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.49 | |||
| Information Ratio | 0.0576 | |||
| Maximum Drawdown | 45.77 | |||
| Value At Risk | (6.96) | |||
| Potential Upside | 8.86 |
AE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AE's standard deviation. In reality, there are many statistical measures that can use AE historical prices to predict the future AE's volatility.| Risk Adjusted Performance | 0.0681 | |||
| Jensen Alpha | 0.6393 | |||
| Total Risk Alpha | (0.51) | |||
| Sortino Ratio | 0.0679 | |||
| Treynor Ratio | (0.39) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AE'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.
AE Backtested Returns
AE appears to be unusually volatile, given 3 months investment horizon. AE secures Sharpe Ratio (or Efficiency) of 0.0961, which signifies that digital coin had a 0.0961% return per unit of standard deviation over the last 3 months. By analyzing AE's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please makes use of AE's Mean Deviation of 3.78, semi deviation of 4.79, and Risk Adjusted Performance of 0.0681 to double-check if our risk estimates are consistent with your expectations. The crypto shows a Beta (market volatility) of -1.25, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning AE are expected to decrease by larger amounts. On the other hand, during market turmoil, AE is expected to outperform it.
Auto-correlation | 0.33 |
Below average predictability
AE has below average predictability. Overlapping area represents the amount of predictability between AE time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 AE price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current AE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AE lagged returns against current returns
Autocorrelation, which is AE 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 AE's crypto coin expected returns. We can calculate the autocorrelation of AE returns to help us make a trade decision. For example, suppose you find that AE 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 |
AE 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 AE crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AE crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AE crypto coin over time.
Current vs Lagged Prices |
| Timeline |
AE Lagged Returns
When evaluating AE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AE crypto coin have on its future price. AE 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, AE autocorrelation shows the relationship between AE crypto coin current value and its past values and can show if there is a momentum factor associated with investing in AE.
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 AE offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of AE'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 Ae Crypto.Check out AE Correlation, AE Volatility and Investing Opportunities module to complement your research on AE. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
AE 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.