Bitfinex Recovery (in USD) Backtesting

BITFINERRT -- Cryptlandia Crypto  

USD 0.035  0.0012  3.55%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Bitfinex Recovery Right Tokens USD and determine expected loss or profit from investing in Bitfinex Recovery over given investment horizon. Check also Bitcoin Browser, Bitfinex Recovery Correlation, Portfolio Optimization, Bitfinex Recovery Volatility as well as analyze Investing Opportunities and Bitfinex Recovery Performance.
Horizon     30 Days    Login   to change
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Backtest

Bitfinex Recovery 'What if' Analysis

December 19, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
February 17, 2019
0.00
If you would invest  0.00  in Bitfinex Recovery on December 19, 2018 and sell it all today you would earn a total of 0.00 from holding Bitfinex Recovery Right Tokens USD or generate 0.0% return on investment in Bitfinex Recovery over 60 days. Bitfinex Recovery is related to or competes with DSX Bitcoin. Bitfinex Recovery Right Tokens USD is a digital security from online money exchange where you can buy or sell Recovery R...

Bitfinex Recovery Upside/Downside Indicators

Information Ratio(0.06)
Maximum Drawdown11.2
Value At Risk(4.69)
Potential Upside4.31
  

Bitfinex Recovery Market Premium Indicators

Risk Adjusted Performance(0.05)
Jensen Alpha(0.08)
Total Risk Alpha(0.19)
Treynor Ratio0.3942

Bitfinex Recovery Right Backtested Returns

Macroaxis considers Bitfinex Recovery to be risky. Bitfinex Recovery Right secures Sharpe Ratio (or Efficiency) of -0.0277 which signifies that the crypto had -0.0277% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any crypto is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Bitfinex Recovery Right Tokens USD exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Bitfinex Recovery Right Mean Deviation of 1.68 and Risk Adjusted Performance of (0.05) to double-check risk estimate we provide. The organization shows Beta (market volatility) of -0.2327 which signifies that as returns on market increase, returns on owning Bitfinex Recovery are expected to decrease at a much smaller rate. During bear market, Bitfinex Recovery is likely to outperform the market. Even though it is essential to pay attention to Bitfinex Recovery Right historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any crypto is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Bitfinex Recovery Right Tokens USD exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.17 
correlation synergy

Very weak predictability

Bitfinex Recovery Right Tokens USD has very weak predictability. Overlapping area represents the amount of predictability between Bitfinex Recovery time series from December 19, 2018 to January 18, 2019 and January 18, 2019 to February 17, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bitfinex Recovery Right price movement. The serial correlation of 0.17 indicates that over 17.0% of current Bitfinex Recovery price fluctuation can be explain by its past prices.
Correlation Coefficient0.17
Spearman Rank Test-0.07
Residual Average0.0
Price Variance0.0

Bitfinex Recovery Right lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Bitfinex Recovery regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Bitfinex Recovery Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - BITFINERRT

Bitfinex Recovery Right Investor Sentiment

Macroaxis portfolio users are unresponsive in their opinion about investing in Bitfinex Recovery Right Tokens USD. What is your opinion about investing in Bitfinex Recovery Right Tokens USD? Are you bullish or bearish?
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Bitfinex Recovery Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Bitfinex Recovery and Yobit BaseballCardCoin. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Check also Bitcoin Browser, Bitfinex Recovery Correlation, Portfolio Optimization, Bitfinex Recovery Volatility as well as analyze Investing Opportunities and Bitfinex Recovery Performance. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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