Coinshares International Limited Stock Market Value
| CNSRF Stock | USD 13.01 0.48 3.56% |
| Symbol | CoinShares |
CoinShares International '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 CoinShares International's otc stock 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 CoinShares International.
| 07/28/2024 |
| 01/19/2026 |
If you would invest 0.00 in CoinShares International on July 28, 2024 and sell it all today you would earn a total of 0.00 from holding CoinShares International Limited or generate 0.0% return on investment in CoinShares International over 540 days. CoinShares International is related to or competes with Close Brothers, Bolsa Mexicana, Laurentian Bank, Guardian Capital, BDO Unibank, Dah Sing, and Close Brothers. CoinShares International Limited engages in the digital assets and blockchain technology business More
CoinShares International 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 CoinShares International's otc stock 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 CoinShares International Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 17.45 | |||
| Value At Risk | (5.99) | |||
| Potential Upside | 3.05 |
CoinShares International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CoinShares International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CoinShares International's standard deviation. In reality, there are many statistical measures that can use CoinShares International historical prices to predict the future CoinShares International's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.35) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | (0.36) |
CoinShares International Backtested Returns
CoinShares International secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. CoinShares International Limited exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CoinShares International's Risk Adjusted Performance of (0.06), standard deviation of 2.64, and Mean Deviation of 1.39 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.78, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CoinShares International's returns are expected to increase less than the market. However, during the bear market, the loss of holding CoinShares International is expected to be smaller as well. At this point, CoinShares International has a negative expected return of -0.29%. Please make sure to confirm CoinShares International's jensen alpha, as well as the relationship between the skewness and day median price , to decide if CoinShares International performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.80 |
Very good predictability
CoinShares International Limited has very good predictability. Overlapping area represents the amount of predictability between CoinShares International time series from 28th of July 2024 to 24th of April 2025 and 24th of April 2025 to 19th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CoinShares International price movement. The serial correlation of 0.8 indicates that around 80.0% of current CoinShares International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 8.67 |
CoinShares International lagged returns against current returns
Autocorrelation, which is CoinShares International otc stock'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 CoinShares International's otc stock expected returns. We can calculate the autocorrelation of CoinShares International returns to help us make a trade decision. For example, suppose you find that CoinShares International has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
CoinShares International 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 CoinShares International otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CoinShares International otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CoinShares International otc stock over time.
Current vs Lagged Prices |
| Timeline |
CoinShares International Lagged Returns
When evaluating CoinShares International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CoinShares International otc stock have on its future price. CoinShares International 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, CoinShares International autocorrelation shows the relationship between CoinShares International otc stock current value and its past values and can show if there is a momentum factor associated with investing in CoinShares International Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CoinShares OTC Stock
CoinShares International financial ratios help investors to determine whether CoinShares OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CoinShares with respect to the benefits of owning CoinShares International security.