Threshold Network Market Value
| T Crypto | USD 0.03 0.0003 0.88% |
| Symbol | Threshold |
Threshold Network '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 Threshold Network'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 Threshold Network.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Threshold Network on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Threshold Network Token or generate 0.0% return on investment in Threshold Network over 30 days. Threshold Network is related to or competes with Solana, XRP, Open Network, Staked Ether, Avalanche, Chainlink, and Ethena. Threshold Network Token is peer-to-peer digital currency powered by the Blockchain technology.
Threshold Network 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 Threshold Network'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 Threshold Network Token upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.61 | |||
| Information Ratio | 0.0429 | |||
| Maximum Drawdown | 79.93 | |||
| Value At Risk | (11.29) | |||
| Potential Upside | 8.97 |
Threshold Network Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Threshold Network's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Threshold Network's standard deviation. In reality, there are many statistical measures that can use Threshold Network historical prices to predict the future Threshold Network's volatility.| Risk Adjusted Performance | 0.0403 | |||
| Jensen Alpha | 0.4746 | |||
| Total Risk Alpha | (0.45) | |||
| Sortino Ratio | 0.0632 | |||
| Treynor Ratio | 18.31 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Threshold Network'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.
Threshold Network Token Backtested Returns
Threshold Network appears to be abnormally risky, given 3 months investment horizon. Threshold Network Token owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0751, which indicates digital coin had a 0.0751% return per unit of risk over the last 3 months. By inspecting Threshold Network's technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please review Threshold Network's Risk Adjusted Performance of 0.0403, semi deviation of 5.91, and Coefficient Of Variation of 2000.15 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.026, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Threshold Network's returns are expected to increase less than the market. However, during the bear market, the loss of holding Threshold Network is expected to be smaller as well.
Auto-correlation | 0.05 |
Virtually no predictability
Threshold Network Token has virtually no predictability. Overlapping area represents the amount of predictability between Threshold Network time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 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 Threshold Network Token price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Threshold Network price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Threshold Network Token lagged returns against current returns
Autocorrelation, which is Threshold Network 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 Threshold Network's crypto coin expected returns. We can calculate the autocorrelation of Threshold Network returns to help us make a trade decision. For example, suppose you find that Threshold Network 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 |
Threshold Network 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 Threshold Network crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Threshold Network crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Threshold Network crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Threshold Network Lagged Returns
When evaluating Threshold Network's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Threshold Network crypto coin have on its future price. Threshold Network 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, Threshold Network autocorrelation shows the relationship between Threshold Network crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Threshold Network Token.
Regressed Prices |
| Timeline |
Some cryptocurrency investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. However, unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Threshold Network in the overall investment community. So, suppose investors can accurately measure the crypto's market sentiment. In that case, they can use it for their benefit. For example, some tools provided by cryptocurrency exchanges to gauge market sentiment could be utilized to time the market in a somewhat predictable way.
Currently Active Assets on Macroaxis
When determining whether Threshold Network Token offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Threshold Network'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 Threshold Network Token Crypto.Check out Threshold Network Correlation, Threshold Network Volatility and Investing Opportunities module to complement your research on Threshold Network. Note that the Threshold Network Token information on this page should be used as a complementary analysis to other Threshold Network's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Threshold Network 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.