Sapien Market Value
| SAPIEN Crypto | USD 0.14 0.02 12.50% |
| Symbol | Sapien |
Sapien '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 Sapien'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 Sapien.
| 12/10/2025 |
| 01/09/2026 |
If you would invest 0.00 in Sapien on December 10, 2025 and sell it all today you would earn a total of 0.00 from holding Sapien or generate 0.0% return on investment in Sapien over 30 days. Sapien is related to or competes with XRP, Solana, TRON, Staked Ether, Hyperliquid, Sui, and WhiteBIT Token. Sapien is peer-to-peer digital currency powered by the Blockchain technology.
Sapien 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 Sapien'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 Sapien upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.04 | |||
| Information Ratio | 0.0823 | |||
| Maximum Drawdown | 216.67 | |||
| Value At Risk | (22.86) | |||
| Potential Upside | 46.15 |
Sapien Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sapien's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sapien's standard deviation. In reality, there are many statistical measures that can use Sapien historical prices to predict the future Sapien's volatility.| Risk Adjusted Performance | 0.073 | |||
| Jensen Alpha | 2.79 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | 0.1703 | |||
| Treynor Ratio | (0.57) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sapien's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sapien Backtested Returns
Sapien is abnormally risky given 3 months investment horizon. Sapien owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0704, which indicates digital coin had a 0.0704 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 2.02% are justified by taking the suggested risk. Use Sapien Risk Adjusted Performance of 0.073, coefficient of variation of 1174.41, and Semi Deviation of 10.41 to evaluate coin specific risk that cannot be diversified away. The entity has a beta of -4.35, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sapien are expected to decrease by larger amounts. On the other hand, during market turmoil, Sapien is expected to outperform it.
Auto-correlation | -0.66 |
Very good reverse predictability
Sapien has very good reverse predictability. Overlapping area represents the amount of predictability between Sapien time series from 10th of December 2025 to 25th of December 2025 and 25th of December 2025 to 9th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sapien price movement. The serial correlation of -0.66 indicates that around 66.0% of current Sapien price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sapien lagged returns against current returns
Autocorrelation, which is Sapien 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 Sapien's crypto coin expected returns. We can calculate the autocorrelation of Sapien returns to help us make a trade decision. For example, suppose you find that Sapien 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 |
Sapien 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 Sapien crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sapien crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sapien crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Sapien Lagged Returns
When evaluating Sapien's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sapien crypto coin have on its future price. Sapien 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, Sapien autocorrelation shows the relationship between Sapien crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Sapien.
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 Sapien offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sapien'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 Sapien Crypto.Check out Sapien Correlation, Sapien Volatility and Investing Opportunities module to complement your research on Sapien. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Sapien 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.