CoW Protocol Market Value
COW Crypto | USD 0.29 0.09 23.68% |
Symbol | CoW |
CoW Protocol '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 CoW Protocol'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 CoW Protocol.
01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in CoW Protocol on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding CoW Protocol or generate 0.0% return on investment in CoW Protocol over 30 days. CoW Protocol is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, Tokocrypto, and DIA. CoW Protocol is peer-to-peer digital currency powered by the Blockchain technology.
CoW Protocol 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 CoW Protocol'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 CoW Protocol upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 10.9 | |||
Information Ratio | 0.0141 | |||
Maximum Drawdown | 57.02 | |||
Value At Risk | (18.00) | |||
Potential Upside | 21.88 |
CoW Protocol Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CoW Protocol's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CoW Protocol's standard deviation. In reality, there are many statistical measures that can use CoW Protocol historical prices to predict the future CoW Protocol's volatility.Risk Adjusted Performance | 0.02 | |||
Jensen Alpha | 0.1361 | |||
Total Risk Alpha | 0.2292 | |||
Sortino Ratio | 0.0146 | |||
Treynor Ratio | (0.04) |
CoW Protocol Backtested Returns
At this point, CoW Protocol is abnormally risky. CoW Protocol secures Sharpe Ratio (or Efficiency) of 0.0107, which signifies that digital coin had a 0.0107 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for CoW Protocol, which you can use to evaluate the volatility of coin. Please confirm CoW Protocol's risk adjusted performance of 0.02, and Mean Deviation of 8.32 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. The crypto shows a Beta (market volatility) of -3.82, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning CoW Protocol are expected to decrease by larger amounts. On the other hand, during market turmoil, CoW Protocol is expected to outperform it.
Auto-correlation | 0.31 |
Below average predictability
CoW Protocol has below average predictability. Overlapping area represents the amount of predictability between CoW Protocol time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th 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 CoW Protocol price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current CoW Protocol price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.31 | |
Spearman Rank Test | 0.09 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
CoW Protocol lagged returns against current returns
Autocorrelation, which is CoW Protocol 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 CoW Protocol's crypto coin expected returns. We can calculate the autocorrelation of CoW Protocol returns to help us make a trade decision. For example, suppose you find that CoW Protocol 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 |
CoW Protocol 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 CoW Protocol crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CoW Protocol crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CoW Protocol crypto coin over time.
Current vs Lagged Prices |
Timeline |
CoW Protocol Lagged Returns
When evaluating CoW Protocol's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CoW Protocol crypto coin have on its future price. CoW Protocol 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, CoW Protocol autocorrelation shows the relationship between CoW Protocol crypto coin current value and its past values and can show if there is a momentum factor associated with investing in CoW Protocol.
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 CoW Protocol offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of CoW Protocol'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 Cow Protocol Crypto.Check out CoW Protocol Correlation, CoW Protocol Volatility and Investing Opportunities module to complement your research on CoW Protocol. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
CoW Protocol 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.