MetFi Market Value
| METFI Crypto | USD 0.19 0.28 59.57% |
| Symbol | MetFi |
MetFi '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 MetFi'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 MetFi.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in MetFi on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding MetFi or generate 0.0% return on investment in MetFi over 30 days. MetFi is related to or competes with Staked Ether, Phala Network, EigenLayer, DIA, and THENA. MetFi is peer-to-peer digital currency powered by the Blockchain technology.
MetFi 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 MetFi'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 MetFi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.17 | |||
| Information Ratio | 0.0514 | |||
| Maximum Drawdown | 120.59 | |||
| Value At Risk | (14.81) | |||
| Potential Upside | 12.5 |
MetFi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MetFi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MetFi's standard deviation. In reality, there are many statistical measures that can use MetFi historical prices to predict the future MetFi's volatility.| Risk Adjusted Performance | 0.0547 | |||
| Jensen Alpha | 0.9255 | |||
| Total Risk Alpha | 0.3559 | |||
| Sortino Ratio | 0.042 | |||
| Treynor Ratio | (0.45) |
MetFi Backtested Returns
MetFi appears to be abnormally risky, given 3 months investment horizon. MetFi has Sharpe Ratio of 0.0536, which conveys that digital coin had a 0.0536 % return per unit of risk over the last 3 months. By analyzing MetFi's technical indicators, you can evaluate if the expected return of 0.88% is justified by implied risk. Please exercise MetFi's Risk Adjusted Performance of 0.0547, downside deviation of 20.17, and Mean Deviation of 7.16 to check out if our risk estimates are consistent with your expectations. The crypto secures a Beta (Market Risk) of -1.96, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning MetFi are expected to decrease by larger amounts. On the other hand, during market turmoil, MetFi is expected to outperform it.
Auto-correlation | 0.46 |
Average predictability
MetFi has average predictability. Overlapping area represents the amount of predictability between MetFi time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd 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 MetFi price movement. The serial correlation of 0.46 indicates that about 46.0% of current MetFi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
MetFi lagged returns against current returns
Autocorrelation, which is MetFi 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 MetFi's crypto coin expected returns. We can calculate the autocorrelation of MetFi returns to help us make a trade decision. For example, suppose you find that MetFi 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 |
MetFi 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 MetFi crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MetFi crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MetFi crypto coin over time.
Current vs Lagged Prices |
| Timeline |
MetFi Lagged Returns
When evaluating MetFi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MetFi crypto coin have on its future price. MetFi 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, MetFi autocorrelation shows the relationship between MetFi crypto coin current value and its past values and can show if there is a momentum factor associated with investing in MetFi.
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 MetFi offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MetFi'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 Metfi Crypto.Check out MetFi Correlation, MetFi Volatility and Investing Opportunities module to complement your research on MetFi. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
MetFi 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.