NMC Market Value
| NMC Crypto | USD 1.27 0.01 0.78% |
| Symbol | NMC |
NMC '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 NMC'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 NMC.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in NMC on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding NMC or generate 0.0% return on investment in NMC over 90 days. NMC is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. NMC is peer-to-peer digital currency powered by the Blockchain technology.
NMC 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 NMC'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 NMC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | 0.1237 | |||
| Maximum Drawdown | 10.21 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 5.05 |
NMC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NMC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NMC's standard deviation. In reality, there are many statistical measures that can use NMC historical prices to predict the future NMC's volatility.| Risk Adjusted Performance | 0.1766 | |||
| Jensen Alpha | 0.4184 | |||
| Total Risk Alpha | 0.0918 | |||
| Sortino Ratio | 0.1289 | |||
| Treynor Ratio | 6.39 |
NMC Backtested Returns
NMC appears to be risky, given 3 months investment horizon. NMC retains Efficiency (Sharpe Ratio) of 0.18, which conveys that digital coin had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for NMC, which you can use to evaluate the volatility of coin. Please exercise NMC's Mean Deviation of 1.84, semi deviation of 1.67, and Market Risk Adjusted Performance of 6.4 to check out if our risk estimates are consistent with your expectations. The crypto owns a Beta (Systematic Risk) of 0.0668, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NMC's returns are expected to increase less than the market. However, during the bear market, the loss of holding NMC is expected to be smaller as well.
Auto-correlation | 0.38 |
Below average predictability
NMC has below average predictability. Overlapping area represents the amount of predictability between NMC time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 NMC price movement. The serial correlation of 0.38 indicates that just about 38.0% of current NMC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
NMC lagged returns against current returns
Autocorrelation, which is NMC 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 NMC's crypto coin expected returns. We can calculate the autocorrelation of NMC returns to help us make a trade decision. For example, suppose you find that NMC 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 |
NMC 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 NMC crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NMC crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NMC crypto coin over time.
Current vs Lagged Prices |
| Timeline |
NMC Lagged Returns
When evaluating NMC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NMC crypto coin have on its future price. NMC 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, NMC autocorrelation shows the relationship between NMC crypto coin current value and its past values and can show if there is a momentum factor associated with investing in NMC.
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 NMC offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of NMC'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 Nmc Crypto.Check out NMC Correlation, NMC Volatility and Investing Opportunities module to complement your research on NMC. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
NMC 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.