Kusama Market Value
| KSM Crypto | USD 16.53 0.02 0.12% |
| Symbol | Kusama |
Kusama '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 Kusama'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 Kusama.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Kusama on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Kusama or generate 0.0% return on investment in Kusama over 90 days. Kusama is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. Kusama is peer-to-peer digital currency powered by the Blockchain technology.
Kusama 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 Kusama'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 Kusama upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.16 | |||
| Information Ratio | 0.0587 | |||
| Maximum Drawdown | 24.27 | |||
| Value At Risk | (8.58) | |||
| Potential Upside | 8.53 |
Kusama Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kusama's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kusama's standard deviation. In reality, there are many statistical measures that can use Kusama historical prices to predict the future Kusama's volatility.| Risk Adjusted Performance | 0.0877 | |||
| Jensen Alpha | 0.5558 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.0606 | |||
| Treynor Ratio | (0.52) |
Kusama Backtested Returns
Kusama appears to be extremely risky, given 3 months investment horizon. Kusama has Sharpe Ratio of 0.0595, which conveys that digital coin had a 0.0595 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Kusama, which you can use to evaluate the volatility of coin. Please exercise Kusama's Downside Deviation of 5.16, risk adjusted performance of 0.0877, and Mean Deviation of 4.21 to check out if our risk estimates are consistent with your expectations. The crypto secures a Beta (Market Risk) of -0.86, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Kusama are expected to decrease slowly. On the other hand, during market turmoil, Kusama is expected to outperform it slightly.
Auto-correlation | -0.6 |
Good reverse predictability
Kusama has good reverse predictability. Overlapping area represents the amount of predictability between Kusama time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kusama price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Kusama price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 1.99 |
Kusama lagged returns against current returns
Autocorrelation, which is Kusama 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 Kusama's crypto coin expected returns. We can calculate the autocorrelation of Kusama returns to help us make a trade decision. For example, suppose you find that Kusama 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 |
Kusama 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 Kusama crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kusama crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kusama crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Kusama Lagged Returns
When evaluating Kusama's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kusama crypto coin have on its future price. Kusama 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, Kusama autocorrelation shows the relationship between Kusama crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Kusama.
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 Kusama offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Kusama'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 Kusama Crypto.Check out Kusama Correlation, Kusama Volatility and Investing Opportunities module to complement your research on Kusama. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Kusama 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.