VIB Market Value
| VIB Crypto | USD 0.08 0 1.27% |
| Symbol | VIB |
VIB '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 VIB'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 VIB.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in VIB on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding VIB or generate 0.0% return on investment in VIB over 30 days. VIB is related to or competes with Staked Ether, EigenLayer, BLZ, Highstreet, Tokocrypto, and DIA. VIB is peer-to-peer digital currency powered by the Blockchain technology.
VIB 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 VIB'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 VIB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.86 | |||
| Information Ratio | 0.0321 | |||
| Maximum Drawdown | 31.24 | |||
| Value At Risk | (7.74) | |||
| Potential Upside | 5.65 |
VIB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VIB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VIB's standard deviation. In reality, there are many statistical measures that can use VIB historical prices to predict the future VIB's volatility.| Risk Adjusted Performance | 0.0524 | |||
| Jensen Alpha | 0.2039 | |||
| Total Risk Alpha | (0.47) | |||
| Sortino Ratio | 0.0327 | |||
| Treynor Ratio | 0.4515 |
VIB Backtested Returns
VIB appears to be very risky, given 3 months investment horizon. VIB retains Efficiency (Sharpe Ratio) of 0.076, which indicates digital coin had a 0.076% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for VIB, which you can use to evaluate the volatility of coin. Please review VIB's risk adjusted performance of 0.0524, and Downside Deviation of 4.86 to confirm if our risk estimates are consistent with your expectations. The entity owns a Beta (Systematic Risk) of 0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VIB's returns are expected to increase less than the market. However, during the bear market, the loss of holding VIB is expected to be smaller as well.
Auto-correlation | 0.62 |
Good predictability
VIB has good predictability. Overlapping area represents the amount of predictability between VIB time series from 29th of October 2024 to 13th of November 2024 and 13th of November 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 VIB price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current VIB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
VIB lagged returns against current returns
Autocorrelation, which is VIB 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 VIB's crypto coin expected returns. We can calculate the autocorrelation of VIB returns to help us make a trade decision. For example, suppose you find that VIB 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 |
VIB 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 VIB crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VIB crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VIB crypto coin over time.
Current vs Lagged Prices |
| Timeline |
VIB Lagged Returns
When evaluating VIB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VIB crypto coin have on its future price. VIB 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, VIB autocorrelation shows the relationship between VIB crypto coin current value and its past values and can show if there is a momentum factor associated with investing in VIB.
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 VIB offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of VIB'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 Vib Crypto.Check out VIB Correlation, VIB Volatility and Investing Opportunities module to complement your research on VIB. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
VIB 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.