MimbleWimbleCoin Market Value
| MWC Crypto | USD 38.65 1.09 2.90% |
| Symbol | MimbleWimbleCoin |
MimbleWimbleCoin '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 MimbleWimbleCoin'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 MimbleWimbleCoin.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in MimbleWimbleCoin on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding MimbleWimbleCoin or generate 0.0% return on investment in MimbleWimbleCoin over 90 days. MimbleWimbleCoin is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. MimbleWimbleCoin is peer-to-peer digital currency powered by the Blockchain technology.
MimbleWimbleCoin 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 MimbleWimbleCoin'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 MimbleWimbleCoin upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.87 | |||
| Information Ratio | 0.2366 | |||
| Maximum Drawdown | 16.82 | |||
| Value At Risk | (2.64) | |||
| Potential Upside | 5.24 |
MimbleWimbleCoin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MimbleWimbleCoin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MimbleWimbleCoin's standard deviation. In reality, there are many statistical measures that can use MimbleWimbleCoin historical prices to predict the future MimbleWimbleCoin's volatility.| Risk Adjusted Performance | 0.2746 | |||
| Jensen Alpha | 0.794 | |||
| Total Risk Alpha | 0.4015 | |||
| Sortino Ratio | 0.3544 | |||
| Treynor Ratio | (610.66) |
MimbleWimbleCoin Backtested Returns
MimbleWimbleCoin appears to be risky, given 3 months investment horizon. MimbleWimbleCoin has Sharpe Ratio of 0.25, which conveys that digital coin had a 0.25 % return per unit of risk over the last 3 months. By analyzing MimbleWimbleCoin's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please exercise MimbleWimbleCoin's Risk Adjusted Performance of 0.2746, downside deviation of 1.87, and Mean Deviation of 1.92 to check out if our risk estimates are consistent with your expectations. The crypto secures a Beta (Market Risk) of -0.0013, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MimbleWimbleCoin are expected to decrease at a much lower rate. During the bear market, MimbleWimbleCoin is likely to outperform the market.
Auto-correlation | 0.36 |
Below average predictability
MimbleWimbleCoin has below average predictability. Overlapping area represents the amount of predictability between MimbleWimbleCoin time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 MimbleWimbleCoin price movement. The serial correlation of 0.36 indicates that just about 36.0% of current MimbleWimbleCoin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
MimbleWimbleCoin lagged returns against current returns
Autocorrelation, which is MimbleWimbleCoin 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 MimbleWimbleCoin's crypto coin expected returns. We can calculate the autocorrelation of MimbleWimbleCoin returns to help us make a trade decision. For example, suppose you find that MimbleWimbleCoin 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 |
MimbleWimbleCoin 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 MimbleWimbleCoin crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MimbleWimbleCoin crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MimbleWimbleCoin crypto coin over time.
Current vs Lagged Prices |
| Timeline |
MimbleWimbleCoin Lagged Returns
When evaluating MimbleWimbleCoin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MimbleWimbleCoin crypto coin have on its future price. MimbleWimbleCoin 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, MimbleWimbleCoin autocorrelation shows the relationship between MimbleWimbleCoin crypto coin current value and its past values and can show if there is a momentum factor associated with investing in MimbleWimbleCoin.
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 MimbleWimbleCoin offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MimbleWimbleCoin'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 Mimblewimblecoin Crypto.Check out MimbleWimbleCoin Correlation, MimbleWimbleCoin Volatility and Investing Opportunities module to complement your research on MimbleWimbleCoin. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
MimbleWimbleCoin 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.