Uniswap Protocol Market Value
| UNI Crypto | USD 6.98 0.30 4.12% |
| Symbol | Uniswap |
Uniswap Protocol '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 Uniswap Protocol'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 Uniswap Protocol.
| 04/29/2022 |
| 04/18/2024 |
If you would invest 0.00 in Uniswap Protocol on April 29, 2022 and sell it all today you would earn a total of 0.00 from holding Uniswap Protocol Token or generate 0.0% return on investment in Uniswap Protocol over 720 days. Uniswap Protocol is related to or competes with Solana, XRP, Open Network, Staked Ether, Avalanche, Chainlink, and Ethena. Uniswap Protocol Token is peer-to-peer digital currency powered by the Blockchain technology.
Uniswap Protocol 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 Uniswap Protocol'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 Uniswap Protocol Token upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.8 | |||
| Information Ratio | 0.0478 | |||
| Maximum Drawdown | 68.13 | |||
| Value At Risk | (10.44) | |||
| Potential Upside | 9.3 |
Uniswap Protocol Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Uniswap Protocol's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Uniswap Protocol's standard deviation. In reality, there are many statistical measures that can use Uniswap Protocol historical prices to predict the future Uniswap Protocol's volatility.| Risk Adjusted Performance | 0.0434 | |||
| Jensen Alpha | 0.3498 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0722 | |||
| Treynor Ratio | 0.1847 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Uniswap Protocol'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.
Uniswap Protocol Token Backtested Returns
Uniswap Protocol appears to be exceptionally volatile, given 3 months investment horizon. Uniswap Protocol Token owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0496, which indicates digital coin had a 0.0496% return per unit of risk over the last 3 months. We have found thirty technical indicators for Uniswap Protocol Token, which you can use to evaluate the volatility of coin. Please review Uniswap Protocol's Risk Adjusted Performance of 0.0434, semi deviation of 5.67, and Coefficient Of Variation of 1847.83 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 2.51, 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, Uniswap Protocol will likely underperform.
Auto-correlation | 0.03 |
Virtually no predictability
Uniswap Protocol Token has virtually no predictability. Overlapping area represents the amount of predictability between Uniswap Protocol time series from 29th of April 2022 to 24th of April 2023 and 24th of April 2023 to 18th 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 Uniswap Protocol Token price movement. The serial correlation of 0.03 indicates that only 3.0% of current Uniswap Protocol price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 6.38 |
Uniswap Protocol Token lagged returns against current returns
Autocorrelation, which is Uniswap Protocol 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 Uniswap Protocol's crypto coin expected returns. We can calculate the autocorrelation of Uniswap Protocol returns to help us make a trade decision. For example, suppose you find that Uniswap Protocol 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 |
Uniswap Protocol 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 Uniswap Protocol crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Uniswap Protocol crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Uniswap Protocol crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Uniswap Protocol Lagged Returns
When evaluating Uniswap Protocol's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Uniswap Protocol crypto coin have on its future price. Uniswap Protocol 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, Uniswap Protocol autocorrelation shows the relationship between Uniswap Protocol crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Uniswap Protocol Token.
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 Uniswap Protocol Token offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Uniswap Protocol'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 Uniswap Protocol Token Crypto.Check out Uniswap Protocol Correlation, Uniswap Protocol Volatility and Investing Opportunities module to complement your research on Uniswap Protocol. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Uniswap Protocol 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.