Grayscale Funds Trust Etf Market Value
| BTCC Etf | 21.57 0.00 0.00% |
| Symbol | Grayscale |
The market value of Grayscale Funds Trust is measured differently than its book value, which is the value of Grayscale that is recorded on the company's balance sheet. Investors also form their own opinion of Grayscale Funds' value that differs from its market value or its book value, called intrinsic value, which is Grayscale Funds' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Grayscale Funds' market value can be influenced by many factors that don't directly affect Grayscale Funds' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Grayscale Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Grayscale Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grayscale Funds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Grayscale Funds '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 Grayscale Funds' etf 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 Grayscale Funds.
| 01/09/2024 |
| 12/29/2025 |
If you would invest 0.00 in Grayscale Funds on January 9, 2024 and sell it all today you would earn a total of 0.00 from holding Grayscale Funds Trust or generate 0.0% return on investment in Grayscale Funds over 720 days. Grayscale Funds is related to or competes with Health Care, Energy Fund, Catalystexceed Defined, Catalystexceed Defined, RBB Fund, Gamco International, and BlackRock Virginia. Grayscale Funds is entity of United States More
Grayscale Funds 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 Grayscale Funds' etf 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 Grayscale Funds Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 8.66 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 3.12 |
Grayscale Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grayscale Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grayscale Funds' standard deviation. In reality, there are many statistical measures that can use Grayscale Funds historical prices to predict the future Grayscale Funds' volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grayscale Funds' 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.
Grayscale Funds Trust Backtested Returns
Grayscale Funds Trust holds Efficiency (Sharpe) Ratio of -0.17, which attests that the entity had a -0.17 % return per unit of standard deviation over the last 3 months. Grayscale Funds Trust exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Grayscale Funds' market risk adjusted performance of (0.24), and Risk Adjusted Performance of (0.10) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 1.36, which attests to 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, Grayscale Funds will likely underperform.
Auto-correlation | 0.00 |
No correlation between past and present
Grayscale Funds Trust has no correlation between past and present. Overlapping area represents the amount of predictability between Grayscale Funds time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th of December 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 Grayscale Funds Trust price movement. The serial correlation of 0.0 indicates that just 0.0% of current Grayscale Funds 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 |
Grayscale Funds Trust lagged returns against current returns
Autocorrelation, which is Grayscale Funds etf'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 Grayscale Funds' etf expected returns. We can calculate the autocorrelation of Grayscale Funds returns to help us make a trade decision. For example, suppose you find that Grayscale Funds has exhibited high autocorrelation historically, and you observe that the etf 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 |
Grayscale Funds 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 Grayscale Funds etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grayscale Funds etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grayscale Funds etf over time.
Current vs Lagged Prices |
| Timeline |
Grayscale Funds Lagged Returns
When evaluating Grayscale Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grayscale Funds etf have on its future price. Grayscale Funds 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, Grayscale Funds autocorrelation shows the relationship between Grayscale Funds etf current value and its past values and can show if there is a momentum factor associated with investing in Grayscale Funds Trust.
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 Grayscale Funds Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Grayscale Funds' 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 Grayscale Funds Trust Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Grayscale Funds Trust Etf:Check out Grayscale Funds Correlation, Grayscale Funds Volatility and Grayscale Funds Alpha and Beta module to complement your research on Grayscale Funds. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Grayscale Funds technical etf 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, etf market cycles, or different charting patterns.