Cypherpunk Holdings Stock Market Value
| CYFRF Stock | USD 0.88 0.01 1.12% |
| Symbol | Cypherpunk |
Cypherpunk Holdings '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 Cypherpunk Holdings' pink sheet 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 Cypherpunk Holdings.
| 08/25/2024 |
| 11/23/2024 |
If you would invest 0.00 in Cypherpunk Holdings on August 25, 2024 and sell it all today you would earn a total of 0.00 from holding Cypherpunk Holdings or generate 0.0% return on investment in Cypherpunk Holdings over 90 days. Cypherpunk Holdings is related to or competes with CreditRiskMonitor, OFX Group, ABS CBN, and Armada Mercantile. Cypherpunk Holdings Inc. invests in cryptocurrencies and blockchain technologies More
Cypherpunk Holdings 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 Cypherpunk Holdings' pink sheet 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 Cypherpunk Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.84 | |||
| Information Ratio | 0.2127 | |||
| Maximum Drawdown | 150.65 | |||
| Value At Risk | (21.43) | |||
| Potential Upside | 32.53 |
Cypherpunk Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cypherpunk Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cypherpunk Holdings' standard deviation. In reality, there are many statistical measures that can use Cypherpunk Holdings historical prices to predict the future Cypherpunk Holdings' volatility.| Risk Adjusted Performance | 0.1775 | |||
| Jensen Alpha | 5.19 | |||
| Total Risk Alpha | 1.28 | |||
| Sortino Ratio | 0.2663 | |||
| Treynor Ratio | (0.94) |
Cypherpunk Holdings Backtested Returns
Cypherpunk Holdings is out of control given 3 months investment horizon. Cypherpunk Holdings secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23% return per unit of risk over the last 3 months. We were able to interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 4.72% are justified by taking the suggested risk. Use Cypherpunk Holdings Mean Deviation of 13.11, downside deviation of 16.84, and Risk Adjusted Performance of 0.1775 to evaluate company specific risk that cannot be diversified away. Cypherpunk Holdings holds a performance score of 18 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -4.89, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Cypherpunk Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, Cypherpunk Holdings is expected to outperform it. Use Cypherpunk Holdings sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to analyze future returns on Cypherpunk Holdings.
Auto-correlation | 0.37 |
Below average predictability
Cypherpunk Holdings has below average predictability. Overlapping area represents the amount of predictability between Cypherpunk Holdings time series from 25th of August 2024 to 9th of October 2024 and 9th of October 2024 to 23rd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cypherpunk Holdings price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Cypherpunk Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Cypherpunk Holdings lagged returns against current returns
Autocorrelation, which is Cypherpunk Holdings pink sheet'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 Cypherpunk Holdings' pink sheet expected returns. We can calculate the autocorrelation of Cypherpunk Holdings returns to help us make a trade decision. For example, suppose you find that Cypherpunk Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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Cypherpunk Holdings 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 Cypherpunk Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cypherpunk Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cypherpunk Holdings pink sheet over time.
Current vs Lagged Prices |
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Cypherpunk Holdings Lagged Returns
When evaluating Cypherpunk Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cypherpunk Holdings pink sheet have on its future price. Cypherpunk Holdings 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, Cypherpunk Holdings autocorrelation shows the relationship between Cypherpunk Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cypherpunk Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Cypherpunk Pink Sheet
Cypherpunk Holdings financial ratios help investors to determine whether Cypherpunk Pink Sheet 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 Cypherpunk with respect to the benefits of owning Cypherpunk Holdings security.