Grayscale Filecoin Trust Stock Market Value
| FILG Stock | USD 2.03 0.20 8.97% |
| Symbol | Grayscale |
Please note, there is a significant difference between Grayscale Filecoin's value and its price as these two are different measures arrived at by different means. Investors typically determine if Grayscale Filecoin is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grayscale Filecoin's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Grayscale Filecoin '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 Filecoin's 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 Grayscale Filecoin.
| 01/25/2025 |
| 01/20/2026 |
Grayscale Filecoin 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 Filecoin's 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 Grayscale Filecoin Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.82 | |||
| Information Ratio | (0.001) | |||
| Maximum Drawdown | 76.11 | |||
| Value At Risk | (12.24) | |||
| Potential Upside | 11.92 |
Grayscale Filecoin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grayscale Filecoin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grayscale Filecoin's standard deviation. In reality, there are many statistical measures that can use Grayscale Filecoin historical prices to predict the future Grayscale Filecoin's volatility.| Risk Adjusted Performance | 0.0137 | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.88) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0143 |
Grayscale Filecoin Trust Backtested Returns
Grayscale Filecoin appears to be extremely dangerous, given 3 months investment horizon. Grayscale Filecoin Trust holds Efficiency (Sharpe) Ratio of 0.038, which attests that the entity had a 0.038 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Grayscale Filecoin Trust, which you can use to evaluate the volatility of the firm. Please utilize Grayscale Filecoin's market risk adjusted performance of 0.0243, and Risk Adjusted Performance of 0.0137 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grayscale Filecoin holds a performance score of 3. The company retains a Market Volatility (i.e., Beta) of 3.74, 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 Filecoin will likely underperform. Please check Grayscale Filecoin's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Grayscale Filecoin's current trending patterns will revert.
Auto-correlation | 0.81 |
Very good predictability
Grayscale Filecoin Trust has very good predictability. Overlapping area represents the amount of predictability between Grayscale Filecoin time series from 25th of January 2025 to 24th of July 2025 and 24th of July 2025 to 20th 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 Grayscale Filecoin Trust price movement. The serial correlation of 0.81 indicates that around 81.0% of current Grayscale Filecoin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.86 |
Grayscale Filecoin Trust lagged returns against current returns
Autocorrelation, which is Grayscale Filecoin 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 Grayscale Filecoin's pink sheet expected returns. We can calculate the autocorrelation of Grayscale Filecoin returns to help us make a trade decision. For example, suppose you find that Grayscale Filecoin 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 |
| Timeline |
Grayscale Filecoin 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 Filecoin pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grayscale Filecoin pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grayscale Filecoin pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Grayscale Filecoin Lagged Returns
When evaluating Grayscale Filecoin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grayscale Filecoin pink sheet have on its future price. Grayscale Filecoin 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 Filecoin autocorrelation shows the relationship between Grayscale Filecoin pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Grayscale Filecoin Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Grayscale Pink Sheet
Grayscale Filecoin financial ratios help investors to determine whether Grayscale 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 Grayscale with respect to the benefits of owning Grayscale Filecoin security.