Bitcoin Fund Unit Stock Market Value
| QBTC Stock | 114.23 1.02 0.89% |
| Symbol | Bitcoin |
Bitcoin Fund Unit Price To Book Ratio
Bitcoin Fund '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 Bitcoin Fund's stock 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 Bitcoin Fund.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Bitcoin Fund on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Bitcoin Fund Unit or generate 0.0% return on investment in Bitcoin Fund over 30 days. Bitcoin Fund is related to or competes with Citadel Income, Commerce Split, Brookfield Global, MINT Income, Blue Ribbon, Energy Income, and Canadian Large. Bitcoin Fund is entity of Canada. It is traded as Stock on TO exchange. More
Bitcoin Fund 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 Bitcoin Fund's stock 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 Bitcoin Fund Unit upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 14.25 | |||
| Value At Risk | (3.88) | |||
| Potential Upside | 3.63 |
Bitcoin Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bitcoin Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bitcoin Fund's standard deviation. In reality, there are many statistical measures that can use Bitcoin Fund historical prices to predict the future Bitcoin Fund's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | (0.67) | |||
| Treynor Ratio | (0.29) |
Bitcoin Fund Unit Backtested Returns
Bitcoin Fund Unit secures Sharpe Ratio (or Efficiency) of -0.15, which signifies that the company had a -0.15 % return per unit of risk over the last 3 months. Bitcoin Fund Unit exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bitcoin Fund's Risk Adjusted Performance of (0.08), standard deviation of 2.85, and Mean Deviation of 2.33 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.25, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Bitcoin Fund will likely underperform. At this point, Bitcoin Fund Unit has a negative expected return of -0.44%. Please make sure to confirm Bitcoin Fund's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Bitcoin Fund Unit performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.42 |
Modest reverse predictability
Bitcoin Fund Unit has modest reverse predictability. Overlapping area represents the amount of predictability between Bitcoin Fund time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 Bitcoin Fund Unit price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Bitcoin Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
Bitcoin Fund Unit lagged returns against current returns
Autocorrelation, which is Bitcoin Fund stock'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 Bitcoin Fund's stock expected returns. We can calculate the autocorrelation of Bitcoin Fund returns to help us make a trade decision. For example, suppose you find that Bitcoin Fund has exhibited high autocorrelation historically, and you observe that the stock 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 |
Bitcoin Fund 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 Bitcoin Fund stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bitcoin Fund stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bitcoin Fund stock over time.
Current vs Lagged Prices |
| Timeline |
Bitcoin Fund Lagged Returns
When evaluating Bitcoin Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bitcoin Fund stock have on its future price. Bitcoin Fund 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, Bitcoin Fund autocorrelation shows the relationship between Bitcoin Fund stock current value and its past values and can show if there is a momentum factor associated with investing in Bitcoin Fund Unit.
Regressed Prices |
| Timeline |
Pair Trading with Bitcoin Fund
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Bitcoin Fund position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Bitcoin Fund will appreciate offsetting losses from the drop in the long position's value.Moving together with Bitcoin Stock
Moving against Bitcoin Stock
| 0.92 | SAP | Saputo Inc | PairCorr |
| 0.77 | NPTH | NeuPath Health | PairCorr |
| 0.76 | FFN | North American Financial | PairCorr |
| 0.72 | STRR | Star Royalties | PairCorr |
| 0.71 | PD | Precision Drilling | PairCorr |
The ability to find closely correlated positions to Bitcoin Fund could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Bitcoin Fund when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Bitcoin Fund - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Bitcoin Fund Unit to buy it.
The correlation of Bitcoin Fund is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Bitcoin Fund moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Bitcoin Fund Unit moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Bitcoin Fund can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Bitcoin Stock
Bitcoin Fund financial ratios help investors to determine whether Bitcoin Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Bitcoin with respect to the benefits of owning Bitcoin Fund security.