Grayscale Ethereum Classic Stock Market Value
| ETCG Stock | USD 8.11 0.34 4.02% |
| Symbol | Grayscale |
Grayscale Ethereum '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 Ethereum'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 Grayscale Ethereum.
| 02/22/2025 |
| 03/24/2025 |
If you would invest 0.00 in Grayscale Ethereum on February 22, 2025 and sell it all today you would earn a total of 0.00 from holding Grayscale Ethereum Classic or generate 0.0% return on investment in Grayscale Ethereum over 30 days. Grayscale Ethereum is related to or competes with Grayscale Bitcoin, Grayscale Litecoin Trust, Grayscale Digital, and Bitwise 10. The shares are the first publicly quoted securities solely invested in and deriving value from the price of ETC More
Grayscale Ethereum 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 Ethereum'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 Grayscale Ethereum Classic upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 25.92 | |||
| Value At Risk | (5.97) | |||
| Potential Upside | 7.17 |
Grayscale Ethereum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grayscale Ethereum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grayscale Ethereum's standard deviation. In reality, there are many statistical measures that can use Grayscale Ethereum historical prices to predict the future Grayscale Ethereum's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.80) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | (0.51) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Grayscale Ethereum's 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 Ethereum Backtested Returns
Grayscale Ethereum holds Efficiency (Sharpe) Ratio of -0.14, which attests that the entity had a -0.14 % return per unit of standard deviation over the last 3 months. Grayscale Ethereum exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Grayscale Ethereum's market risk adjusted performance of (0.50), and Risk Adjusted Performance of (0.17) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.83, 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 Ethereum will likely underperform. At this point, Grayscale Ethereum has a negative expected return of -0.63%. Please make sure to check out Grayscale Ethereum's value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if Grayscale Ethereum performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.45 |
Average predictability
Grayscale Ethereum Classic has average predictability. Overlapping area represents the amount of predictability between Grayscale Ethereum time series from 22nd of February 2025 to 9th of March 2025 and 9th of March 2025 to 24th of March 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 Ethereum price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Grayscale Ethereum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Grayscale Ethereum lagged returns against current returns
Autocorrelation, which is Grayscale Ethereum 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 Grayscale Ethereum's otc stock expected returns. We can calculate the autocorrelation of Grayscale Ethereum returns to help us make a trade decision. For example, suppose you find that Grayscale Ethereum 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 |
Grayscale Ethereum 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 Ethereum otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grayscale Ethereum otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grayscale Ethereum otc stock over time.
Current vs Lagged Prices |
| Timeline |
Grayscale Ethereum Lagged Returns
When evaluating Grayscale Ethereum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grayscale Ethereum otc stock have on its future price. Grayscale Ethereum 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 Ethereum autocorrelation shows the relationship between Grayscale Ethereum otc stock current value and its past values and can show if there is a momentum factor associated with investing in Grayscale Ethereum Classic.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Grayscale OTC Stock
Grayscale Ethereum financial ratios help investors to determine whether Grayscale 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 Grayscale with respect to the benefits of owning Grayscale Ethereum security.