ANT Market Value
| ANT Crypto | USD 1.47 0.00 0.00% |
| Symbol | ANT |
ANT '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 ANT'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 ANT.
| 12/09/2024 |
| 01/08/2025 |
If you would invest 0.00 in ANT on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding ANT or generate 0.0% return on investment in ANT over 30 days. ANT is related to or competes with Staked Ether, Phala Network, EigenLayer, and Tokocrypto. ANT is peer-to-peer digital currency powered by the Blockchain technology.
ANT 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 ANT'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 ANT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 39.28 | |||
| Information Ratio | 0.2045 | |||
| Maximum Drawdown | 707.22 | |||
| Value At Risk | (77.86) | |||
| Potential Upside | 172.79 |
ANT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ANT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ANT's standard deviation. In reality, there are many statistical measures that can use ANT historical prices to predict the future ANT's volatility.| Risk Adjusted Performance | 0.1756 | |||
| Jensen Alpha | 24.52 | |||
| Total Risk Alpha | 21.99 | |||
| Sortino Ratio | 0.628 | |||
| Treynor Ratio | 2.69 |
ANT Backtested Returns
ANT is abnormally risky given 3 months investment horizon. ANT secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that digital coin had a 0.21% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-five different technical indicators, which can help you to evaluate if expected returns of 25.87% are justified by taking the suggested risk. Use ANT mean deviation of 56.5, and Risk Adjusted Performance of 0.1756 to evaluate coin specific risk that cannot be diversified away. The crypto shows a Beta (market volatility) of 9.17, which signifies 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, ANT will likely underperform.
Auto-correlation | 0.66 |
Good predictability
ANT has good predictability. Overlapping area represents the amount of predictability between ANT time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ANT price movement. The serial correlation of 0.66 indicates that around 66.0% of current ANT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ANT lagged returns against current returns
Autocorrelation, which is ANT 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 ANT's crypto coin expected returns. We can calculate the autocorrelation of ANT returns to help us make a trade decision. For example, suppose you find that ANT 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 |
ANT 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 ANT crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ANT crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ANT crypto coin over time.
Current vs Lagged Prices |
| Timeline |
ANT Lagged Returns
When evaluating ANT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ANT crypto coin have on its future price. ANT 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, ANT autocorrelation shows the relationship between ANT crypto coin current value and its past values and can show if there is a momentum factor associated with investing in ANT.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Check out ANT Correlation, ANT Volatility and Investing Opportunities module to complement your research on ANT. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
ANT 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.