Falcon Finance Market Value
| FF Crypto | USD 0.09 0.0004 0.42% |
| Symbol | Falcon |
Falcon Finance '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 Falcon Finance'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 Falcon Finance.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in Falcon Finance on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Falcon Finance or generate 0.0% return on investment in Falcon Finance over 30 days. Falcon Finance is related to or competes with Staked Ether, EigenLayer, Morpho, Allora, and DIA. Falcon Finance is peer-to-peer digital currency powered by the Blockchain technology.
Falcon Finance 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 Falcon Finance'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 Falcon Finance upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 33.33 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 8.33 |
Falcon Finance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Falcon Finance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Falcon Finance's standard deviation. In reality, there are many statistical measures that can use Falcon Finance historical prices to predict the future Falcon Finance's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (1.14) | |||
| Treynor Ratio | 0.7363 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Falcon Finance'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.
Falcon Finance Backtested Returns
Falcon Finance is abnormally risky given 3 months investment horizon. Falcon Finance secures Sharpe Ratio (or Efficiency) of 0.12, which denotes digital coin had a 0.12 % return per unit of risk over the last 3 months. We were able to break down twenty-two different technical indicators, which can help you to evaluate if expected returns of 14.98% are justified by taking the suggested risk. Use Falcon Finance Mean Deviation of 3.69, standard deviation of 5.94, and Variance of 35.27 to evaluate coin specific risk that cannot be diversified away. The crypto shows a Beta (market volatility) of -0.88, which means possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Falcon Finance are expected to decrease slowly. On the other hand, during market turmoil, Falcon Finance is expected to outperform it slightly.
Auto-correlation | 0.44 |
Average predictability
Falcon Finance has average predictability. Overlapping area represents the amount of predictability between Falcon Finance time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th of December 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 Falcon Finance price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Falcon Finance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Falcon Finance lagged returns against current returns
Autocorrelation, which is Falcon Finance 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 Falcon Finance's crypto coin expected returns. We can calculate the autocorrelation of Falcon Finance returns to help us make a trade decision. For example, suppose you find that Falcon Finance 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 |
Falcon Finance 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 Falcon Finance crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Falcon Finance crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Falcon Finance crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Falcon Finance Lagged Returns
When evaluating Falcon Finance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Falcon Finance crypto coin have on its future price. Falcon Finance 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, Falcon Finance autocorrelation shows the relationship between Falcon Finance crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Falcon Finance.
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 Falcon Finance offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Falcon Finance'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 Falcon Finance Crypto.Check out Falcon Finance Correlation, Falcon Finance Volatility and Investing Opportunities module to complement your research on Falcon Finance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Falcon Finance 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.