MXCV1 Volatility
| MXCV1 Crypto | USD 0.000002 0.0005 99.61% |
MXCV1 is abnormally risky given 3 months investment horizon. MXCV1 retains Efficiency (Sharpe Ratio) of 0.14, which conveys that digital coin had a 0.14 % return per unit of risk over the last 3 months. We were able to break down twenty-three different technical indicators, which can help you to evaluate if expected returns of 25.27% are justified by taking the suggested risk. Use MXCV1 Market Risk Adjusted Performance of (7.99), downside deviation of 51.69, and Mean Deviation of 1688.57 to evaluate coin specific risk that cannot be diversified away.
Sharpe Ratio = 0.1363
| High Returns | Best Equity | MXCV1 | ||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Based on monthly moving average MXCV1 is performing at about 10% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of MXCV1 by adding it to a well-diversified portfolio.
Key indicators related to MXCV1's volatility include:90 Days Market Risk | Risk of Devaluation | 90 Days Economic Sensitivity |
MXCV1 Crypto Coin volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of MXCV1 daily returns, and it is calculated using variance and standard deviation. We also use MXCV1's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of MXCV1 volatility.
MXCV1 |
Since volatility provides cryptocurrency investors with entry points to take advantage of coin prices, investors in projects such as MXCV1 can benefit from it. Downward market volatility can be a perfect environment for traders who play the long game. Here, they may buy additional MXCV1 shares at lower prices. For example, an investor can purchase MXCV1 coin that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of MXCV1's crypto rise, investors can sell out and invest the proceeds in other coins with better opportunities. Investing in volatile markets will allow investors in evolving Defi or crypto projects such as MXCV1 to generate better long-term returns.
Moving together with MXCV1 Crypto Coin
Moving against MXCV1 Crypto Coin
| 0.42 | XLM | Stellar | PairCorr |
| 0.36 | LINK | Chainlink | PairCorr |
| 0.36 | CRO | Cronos | PairCorr |
| 0.34 | XRP | XRP | PairCorr |
| 0.34 | HYPE | Hyperliquid | PairCorr |
MXCV1 Market Sensitivity And Downside Risk
MXCV1's beta coefficient measures the volatility of MXCV1 crypto coin compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents MXCV1 crypto coin's returns against your selected market. In other words, MXCV1's beta of -108.22 provides an investor with an approximation of how much risk MXCV1 crypto coin can potentially add to one of your existing portfolios. MXCV1 is showing large volatility of returns over the selected time horizon. We encourage all cryptocurrency investors to investigate this coin further to make sure related market timing strategies are aligned with all the expectations about MXCV1 implied risk. MXCV1 appears to be a penny crypto. Although MXCV1 may be, in fact, a solid short-term or long term investment, many penny crypto coins are speculative digital assets that are often subject to artificial coin promotions and campaigns of hype which may lead to misinformation and misrepresentation. Please make sure you fully understand upside potential and downside risks of investing in MXCV1 crypto or similar risky assets. We encourage cryptocurrency investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswing without any event/news,and sudden news releases. We also encourage crypto traders to check the biographies and work history of the founders of the accociated project, carefully read the white papers and consensus ducoments before investing in high-volatility coins. You can indeed make money on MXCV1 if you perfectly time your entry and exit. However, remember that cryptos that have been the subject of artificial hype usually cannot maintain its increased price for more than a few days. The price of a promoted high-volatility instrument will almost always revert. The only way to increase coin holder value is through legitimate performance analysis backed up by solid fundamentals of the project the coin represents. Understanding different market volatility trends often help investors time the market. Properly using volatility indicators enable traders to measure MXCV1's crypto coin risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact MXCV1's price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different cryptos as prices fall or investing in DeFi projects.
3 Months Beta |Analyze MXCV1 Demand TrendCheck current 90 days MXCV1 correlation with market (Dow Jones Industrial)MXCV1 Volatility and Downside Risk
MXCV1 standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
MXCV1 Crypto Coin Volatility Analysis
Volatility refers to the frequency at which MXCV1 crypto price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with MXCV1's price changes. Investors will then calculate the volatility of MXCV1's crypto coin to predict their future moves. A crypto that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A crypto coin with relatively stable price changes has low volatility. A highly volatile crypto is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of MXCV1's volatility:
Historical Volatility
This type of crypto volatility measures MXCV1's fluctuations based on previous trends. It's commonly used to predict MXCV1's future behavior based on its past. However, it cannot conclusively determine the future direction of the crypto coin.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for MXCV1's current market price. This means that the crypto will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on MXCV1's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of thirty. MXCV1 Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
MXCV1 Projected Return Density Against Market
Assuming the 90 days trading horizon MXCV1 has a beta of -108.2185 . This indicates as returns on its benchmark rise, returns on holding MXCV1 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, MXCV1 is expected to outperform its benchmark.Most traded cryptocurrencies are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or coin-specific or project-specific) risk. Unsystematic risk is the risk that events specific to MXCV1 project will adversely affect the coin's price. This type of risk can be diversified away by owning several different digital assets on different exchanges whose coin prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that MXCV1's price will be affected by overall cryptocurrency market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a MXCV1 crypto's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
MXCV1 has an alpha of 871.3425, implying that it can generate a 871.34 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
MXCV1 Crypto Coin Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of MXCV1 is 733.68. The daily returns are distributed with a variance of 34384.25 and standard deviation of 185.43. The mean deviation of MXCV1 is currently at 64.98. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.
α | Alpha over Dow Jones | 871.34 | |
β | Beta against Dow Jones | -108.22 | |
σ | Overall volatility | 185.43 | |
Ir | Information ratio | 0.18 |
MXCV1 Crypto Coin Return Volatility
MXCV1 historical daily return volatility represents how much of MXCV1 crypto's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. Keep in mind that cryptocurrencies such as MXCV1 have only been around for a short time and are still in the price discovery phase. This means that prices will continue to change as investors and governments work through the initial concerns until prices stabilize, provided a stable point can be reached. MXCV1 accepts 185.4299% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7474% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between MXCV1 Crypto Coin performing well and MXCV1 Cryptocurrency doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze MXCV1's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CCD | 5.42 | (0.93) | 0.00 | (0.34) | 0.00 | 12.03 | 33.15 | |||
| STETH | 2.55 | (0.40) | 0.00 | (1.52) | 0.00 | 6.45 | 20.42 | |||
| EIGEN | 4.29 | (1.57) | 0.00 | 19.79 | 0.00 | 9.09 | 30.00 | |||
| EOSDAC | 4.08 | (1.57) | 0.00 | (13.18) | 0.00 | 6.33 | 20.39 | |||
| BLZ | 4.98 | (0.31) | 0.00 | (0.22) | 0.00 | 20.81 | 40.95 | |||
| MORPHO | 3.44 | (0.63) | 0.00 | (2.22) | 0.00 | 6.98 | 25.26 | |||
| DIA | 3.94 | (1.02) | 0.00 | 3.74 | 0.00 | 7.69 | 30.57 | |||
| EM | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
About MXCV1 Volatility
Volatility is a rate at which the price of MXCV1 or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of MXCV1 may increase or decrease. In other words, similar to MXCV1's beta indicator, it measures the risk of MXCV1 and helps estimate the fluctuations that may happen in a short period of time. So if prices of MXCV1 fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.3 ways to utilize MXCV1's volatility to invest better
Higher MXCV1's crypto volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of MXCV1 crypto is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. MXCV1 crypto volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of MXCV1 investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in MXCV1's crypto can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of MXCV1's crypto relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
MXCV1 Investment Opportunity
MXCV1 has a volatility of 185.43 and is 247.24 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than MXCV1. You can use MXCV1 to protect your portfolios against small market fluctuations. The crypto coin experiences a very speculative upward sentiment. Check odds of MXCV1 to be traded at $0.0 in 90 days.Very weak diversification
The correlation between MXCV1 and DJI is 0.5 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MXCV1 and DJI in the same portfolio, assuming nothing else is changed. Please note that MXCV1 is a digital instrument and cryptocurrency exchanges were notoriously volatile since the beginning of their establishment.
MXCV1 Additional Risk Indicators
The analysis of MXCV1's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in MXCV1's investment and either accepting that risk or mitigating it. Along with some common measures of MXCV1 crypto coin's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.1435 | |||
| Market Risk Adjusted Performance | (7.99) | |||
| Mean Deviation | 1688.57 | |||
| Downside Deviation | 51.69 | |||
| Coefficient Of Variation | 543.89 | |||
| Standard Deviation | 4709.03 | |||
| Variance | 2.217500364E7 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential crypto coins, we recommend comparing similar cryptos with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
MXCV1 Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against MXCV1 as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. MXCV1's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, MXCV1's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to MXCV1.
When determining whether MXCV1 offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MXCV1'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 Mxcv1 Crypto. Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MXCV1. Also, note that the market value of any cryptocurrency could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Stocks Directory module to find actively traded stocks across global markets.