CAPP Market Value
| CAPP Crypto | USD 0.000059 0.000001 1.72% |
| Symbol | CAPP |
CAPP '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 CAPP'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 CAPP.
| 11/18/2024 |
| 02/16/2025 |
If you would invest 0.00 in CAPP on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding CAPP or generate 0.0% return on investment in CAPP over 90 days. CAPP is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, Tokocrypto, and DIA. CAPP is peer-to-peer digital currency powered by the Blockchain technology.
CAPP 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 CAPP'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 CAPP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.06 | |||
| Information Ratio | 0.0499 | |||
| Maximum Drawdown | 11.7 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 3.64 |
CAPP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CAPP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CAPP's standard deviation. In reality, there are many statistical measures that can use CAPP historical prices to predict the future CAPP's volatility.| Risk Adjusted Performance | 0.0456 | |||
| Jensen Alpha | 0.1286 | |||
| Total Risk Alpha | 0.1248 | |||
| Sortino Ratio | 0.0417 | |||
| Treynor Ratio | 0.6813 |
CAPP Backtested Returns
At this point, CAPP is risky. CAPP secures Sharpe Ratio (or Efficiency) of 0.0549, which signifies that digital coin had a 0.0549 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for CAPP, which you can use to evaluate the volatility of coin. Please confirm CAPP's Mean Deviation of 1.98, coefficient of variation of 1844.37, and Semi Deviation of 2.27 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. The entity shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CAPP's returns are expected to increase less than the market. However, during the bear market, the loss of holding CAPP is expected to be smaller as well.
Auto-correlation | 0.43 |
Average predictability
CAPP has average predictability. Overlapping area represents the amount of predictability between CAPP time series from 18th of November 2024 to 2nd of January 2025 and 2nd of January 2025 to 16th of February 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 CAPP price movement. The serial correlation of 0.43 indicates that just about 43.0% of current CAPP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CAPP lagged returns against current returns
Autocorrelation, which is CAPP 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 CAPP's crypto coin expected returns. We can calculate the autocorrelation of CAPP returns to help us make a trade decision. For example, suppose you find that CAPP 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 |
CAPP 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 CAPP crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CAPP crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CAPP crypto coin over time.
Current vs Lagged Prices |
| Timeline |
CAPP Lagged Returns
When evaluating CAPP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CAPP crypto coin have on its future price. CAPP 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, CAPP autocorrelation shows the relationship between CAPP crypto coin current value and its past values and can show if there is a momentum factor associated with investing in CAPP.
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 CAPP offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of CAPP'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 Capp Crypto.Check out CAPP Correlation, CAPP Volatility and Investing Opportunities module to complement your research on CAPP. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
CAPP 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.