FTC Market Value
| FTC Crypto | USD 0 0.0001 5.05% |
| Symbol | FTC |
FTC '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 FTC'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 FTC.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in FTC on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding FTC or generate 0.0% return on investment in FTC over 30 days. FTC is related to or competes with Staked Ether, EigenLayer, BLZ, Highstreet, Tokocrypto, and DIA. FTC is peer-to-peer digital currency powered by the Blockchain technology.
FTC 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 FTC'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 FTC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.7 | |||
| Information Ratio | 0.1674 | |||
| Maximum Drawdown | 18.28 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 6.4 |
FTC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FTC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FTC's standard deviation. In reality, there are many statistical measures that can use FTC historical prices to predict the future FTC's volatility.| Risk Adjusted Performance | 0.1659 | |||
| Jensen Alpha | 0.6336 | |||
| Total Risk Alpha | 0.1541 | |||
| Sortino Ratio | 0.2086 | |||
| Treynor Ratio | 1.63 |
FTC Backtested Returns
FTC appears to be very volatile, given 3 months investment horizon. FTC retains Efficiency (Sharpe Ratio) of 0.26, which denotes digital coin had a 0.26% return per unit of risk over the last 3 months. By analyzing FTC's technical indicators, you can evaluate if the expected return of 0.83% is justified by implied risk. Please utilize FTC's Downside Deviation of 2.7, coefficient of variation of 484.88, and Market Risk Adjusted Performance of 1.64 to check if our risk estimates are consistent with your expectations. The crypto owns a Beta (Systematic Risk) of 0.42, which means possible diversification benefits within a given portfolio. As returns on the market increase, FTC's returns are expected to increase less than the market. However, during the bear market, the loss of holding FTC is expected to be smaller as well.
Auto-correlation | 0.42 |
Average predictability
FTC has average predictability. Overlapping area represents the amount of predictability between FTC time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 FTC price movement. The serial correlation of 0.42 indicates that just about 42.0% of current FTC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FTC lagged returns against current returns
Autocorrelation, which is FTC 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 FTC's crypto coin expected returns. We can calculate the autocorrelation of FTC returns to help us make a trade decision. For example, suppose you find that FTC 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 |
FTC 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 FTC crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FTC crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FTC crypto coin over time.
Current vs Lagged Prices |
| Timeline |
FTC Lagged Returns
When evaluating FTC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FTC crypto coin have on its future price. FTC 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, FTC autocorrelation shows the relationship between FTC crypto coin current value and its past values and can show if there is a momentum factor associated with investing in FTC.
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 FTC offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of FTC'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 Ftc Crypto.Check out FTC Correlation, FTC Volatility and Investing Opportunities module to complement your research on FTC. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
FTC 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.