Marlin Market Value
| POND Crypto | USD 0.02 0.0001 0.49% |
| Symbol | Marlin |
Marlin '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 Marlin'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 Marlin.
| 09/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Marlin on September 29, 2024 and sell it all today you would earn a total of 0.00 from holding Marlin or generate 0.0% return on investment in Marlin over 60 days. Marlin is related to or competes with Staked Ether, EigenLayer, BLZ, Highstreet, Tokocrypto, and DIA. Marlin is peer-to-peer digital currency powered by the Blockchain technology.
Marlin 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 Marlin'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 Marlin upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.31 | |||
| Information Ratio | 0.0988 | |||
| Maximum Drawdown | 38.48 | |||
| Value At Risk | (6.52) | |||
| Potential Upside | 7.55 |
Marlin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marlin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marlin's standard deviation. In reality, there are many statistical measures that can use Marlin historical prices to predict the future Marlin's volatility.| Risk Adjusted Performance | 0.0995 | |||
| Jensen Alpha | 0.6654 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | 0.1469 | |||
| Treynor Ratio | 1.04 |
Marlin Backtested Returns
Marlin appears to be unusually volatile, given 3 months investment horizon. Marlin has Sharpe Ratio of 0.12, which conveys that digital coin had a 0.12% return per unit of risk over the last 3 months. By analyzing Marlin's technical indicators, you can evaluate if the expected return of 0.8% is justified by implied risk. Please exercise Marlin's Mean Deviation of 3.84, risk adjusted performance of 0.0995, and Downside Deviation of 4.31 to check out if our risk estimates are consistent with your expectations. The crypto secures a Beta (Market Risk) of 0.72, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Marlin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marlin is expected to be smaller as well.
Auto-correlation | -0.52 |
Good reverse predictability
Marlin has good reverse predictability. Overlapping area represents the amount of predictability between Marlin time series from 29th of September 2024 to 29th of October 2024 and 29th of October 2024 to 28th 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 Marlin price movement. The serial correlation of -0.52 indicates that about 52.0% of current Marlin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Marlin lagged returns against current returns
Autocorrelation, which is Marlin 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 Marlin's crypto coin expected returns. We can calculate the autocorrelation of Marlin returns to help us make a trade decision. For example, suppose you find that Marlin 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 |
Marlin 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 Marlin crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marlin crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marlin crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Marlin Lagged Returns
When evaluating Marlin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marlin crypto coin have on its future price. Marlin 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, Marlin autocorrelation shows the relationship between Marlin crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Marlin.
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 Marlin offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Marlin'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 Marlin Crypto.Check out Marlin Correlation, Marlin Volatility and Investing Opportunities module to complement your research on Marlin. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Marlin 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.