IOST Market Value
| IOST Crypto | USD 0.01 0.000079 1.08% |
| Symbol | IOST |
IOST '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 IOST'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 IOST.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in IOST on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding IOST or generate 0.0% return on investment in IOST over 30 days. IOST is related to or competes with Staked Ether, Phala Network, EigenLayer, and Tokocrypto. IOST is peer-to-peer digital currency powered by the Blockchain technology.
IOST 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 IOST'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 IOST upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.84 | |||
| Information Ratio | 0.0987 | |||
| Maximum Drawdown | 59.5 | |||
| Value At Risk | (9.53) | |||
| Potential Upside | 12.99 |
IOST Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IOST's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IOST's standard deviation. In reality, there are many statistical measures that can use IOST historical prices to predict the future IOST's volatility.| Risk Adjusted Performance | 0.0944 | |||
| Jensen Alpha | 0.843 | |||
| Total Risk Alpha | 0.6444 | |||
| Sortino Ratio | 0.12 | |||
| Treynor Ratio | (6.29) |
IOST Backtested Returns
IOST appears to be exceptionally volatile, given 3 months investment horizon. IOST holds Efficiency (Sharpe) Ratio of 0.11, which attests that digital coin had a 0.11% return per unit of volatility over the last 3 months. By analyzing IOST's technical indicators, you can evaluate if the expected return of 0.89% is justified by implied risk. Please utilize IOST's market risk adjusted performance of (6.28), and Risk Adjusted Performance of 0.0944 to validate if our risk estimates are consistent with your expectations. The crypto retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IOST are expected to decrease at a much lower rate. During the bear market, IOST is likely to outperform the market.
Auto-correlation | -0.2 |
Insignificant reverse predictability
IOST has insignificant reverse predictability. Overlapping area represents the amount of predictability between IOST time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 IOST price movement. The serial correlation of -0.2 indicates that over 20.0% of current IOST price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
IOST lagged returns against current returns
Autocorrelation, which is IOST 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 IOST's crypto coin expected returns. We can calculate the autocorrelation of IOST returns to help us make a trade decision. For example, suppose you find that IOST 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 |
IOST 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 IOST crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IOST crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IOST crypto coin over time.
Current vs Lagged Prices |
| Timeline |
IOST Lagged Returns
When evaluating IOST's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IOST crypto coin have on its future price. IOST 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, IOST autocorrelation shows the relationship between IOST crypto coin current value and its past values and can show if there is a momentum factor associated with investing in IOST.
Regressed Prices |
| Timeline |
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Check out IOST Correlation, IOST Volatility and Investing Opportunities module to complement your research on IOST. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
IOST 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.