Somnia Market Value
| SOMI Crypto | USD 0.25 0.01 3.85% |
| Symbol | Somnia |
Somnia '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 Somnia'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 Somnia.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Somnia on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Somnia or generate 0.0% return on investment in Somnia over 30 days. Somnia is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. Somnia is peer-to-peer digital currency powered by the Blockchain technology.
Somnia 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 Somnia'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 Somnia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.12 | |||
| Information Ratio | 0.0877 | |||
| Maximum Drawdown | 129.91 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 16.67 |
Somnia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Somnia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Somnia's standard deviation. In reality, there are many statistical measures that can use Somnia historical prices to predict the future Somnia's volatility.| Risk Adjusted Performance | 0.0793 | |||
| Jensen Alpha | 1.27 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.1637 | |||
| Treynor Ratio | 0.8035 |
Somnia Backtested Returns
Somnia is abnormally risky given 3 months investment horizon. Somnia owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.27, which indicates digital coin had a 0.27 % return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 72.21% are justified by taking the suggested risk. Use Somnia Coefficient Of Variation of 1065.07, risk adjusted performance of 0.0793, and Semi Deviation of 5.36 to evaluate coin specific risk that cannot be diversified away. The entity has a beta of 1.76, which indicates 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, Somnia will likely underperform.
Auto-correlation | -0.49 |
Modest reverse predictability
Somnia has modest reverse predictability. Overlapping area represents the amount of predictability between Somnia time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th 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 Somnia price movement. The serial correlation of -0.49 indicates that about 49.0% of current Somnia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Somnia lagged returns against current returns
Autocorrelation, which is Somnia 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 Somnia's crypto coin expected returns. We can calculate the autocorrelation of Somnia returns to help us make a trade decision. For example, suppose you find that Somnia 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 |
Somnia 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 Somnia crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Somnia crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Somnia crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Somnia Lagged Returns
When evaluating Somnia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Somnia crypto coin have on its future price. Somnia 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, Somnia autocorrelation shows the relationship between Somnia crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Somnia.
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 Somnia offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Somnia'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 Somnia Crypto.Check out Somnia Correlation, Somnia Volatility and Investing Opportunities module to complement your research on Somnia. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Somnia 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.