IOC Market Value
| IOC Crypto | USD 0.01 0.0005 3.94% |
| Symbol | IOC |
IOC '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 IOC'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 IOC.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in IOC on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding IOC or generate 0.0% return on investment in IOC over 30 days. IOC is related to or competes with Staked Ether, EigenLayer, BLZ, Highstreet, Tokocrypto, and DIA. IOC is peer-to-peer digital currency powered by the Blockchain technology.
IOC 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 IOC'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 IOC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.76 | |||
| Information Ratio | 0.1662 | |||
| Maximum Drawdown | 18.7 | |||
| Value At Risk | (3.39) | |||
| Potential Upside | 6.42 |
IOC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IOC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IOC's standard deviation. In reality, there are many statistical measures that can use IOC historical prices to predict the future IOC's volatility.| Risk Adjusted Performance | 0.1649 | |||
| Jensen Alpha | 0.6313 | |||
| Total Risk Alpha | 0.1503 | |||
| Sortino Ratio | 0.204 | |||
| Treynor Ratio | 1.59 |
IOC Backtested Returns
IOC appears to be very volatile, given 3 months investment horizon. IOC retains Efficiency (Sharpe Ratio) of 0.23, which attests that digital coin had a 0.23% return per unit of return volatility over the last 3 months. By reviewing IOC's technical indicators, you can evaluate if the expected return of 0.77% is justified by implied risk. Please utilize IOC's Market Risk Adjusted Performance of 1.6, semi deviation of 2.05, and Downside Deviation of 2.76 to validate if our risk estimates are consistent with your expectations. The crypto owns a Beta (Systematic Risk) of 0.43, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IOC's returns are expected to increase less than the market. However, during the bear market, the loss of holding IOC is expected to be smaller as well.
Auto-correlation | 0.48 |
Average predictability
IOC has average predictability. Overlapping area represents the amount of predictability between IOC time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 IOC price movement. The serial correlation of 0.48 indicates that about 48.0% of current IOC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IOC lagged returns against current returns
Autocorrelation, which is IOC 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 IOC's crypto coin expected returns. We can calculate the autocorrelation of IOC returns to help us make a trade decision. For example, suppose you find that IOC 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 |
IOC 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 IOC crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IOC crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IOC crypto coin over time.
Current vs Lagged Prices |
| Timeline |
IOC Lagged Returns
When evaluating IOC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IOC crypto coin have on its future price. IOC 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, IOC autocorrelation shows the relationship between IOC crypto coin current value and its past values and can show if there is a momentum factor associated with investing in IOC.
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 IOC offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of IOC'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 Ioc Crypto.Check out IOC Correlation, IOC Volatility and Investing Opportunities module to complement your research on IOC. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
IOC 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.