OKB Market Value
| OKB Crypto | USD 51.30 0.21 0.41% |
| Symbol | OKB |
OKB '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 OKB'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 OKB.
| 02/03/2025 |
| 05/04/2025 |
If you would invest 0.00 in OKB on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding OKB or generate 0.0% return on investment in OKB over 90 days. OKB is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. OKB is peer-to-peer digital currency powered by the Blockchain technology.
OKB 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 OKB'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 OKB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.77 | |||
| Information Ratio | 0.0854 | |||
| Maximum Drawdown | 18.98 | |||
| Value At Risk | (5.44) | |||
| Potential Upside | 5.9 |
OKB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for OKB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as OKB's standard deviation. In reality, there are many statistical measures that can use OKB historical prices to predict the future OKB's volatility.| Risk Adjusted Performance | 0.0968 | |||
| Jensen Alpha | 0.1776 | |||
| Total Risk Alpha | 0.435 | |||
| Sortino Ratio | 0.1092 | |||
| Treynor Ratio | (2.58) |
OKB Backtested Returns
OKB appears to be very volatile, given 3 months investment horizon. OKB retains Efficiency (Sharpe Ratio) of 0.0554, which implies digital coin had a 0.0554 % return per unit of risk over the last 3 months. We have found thirty technical indicators for OKB, which you can use to evaluate the volatility of coin. Please evaluate OKB's semi deviation of 2.65, and Market Risk Adjusted Performance of (2.57) to confirm if our risk estimates are consistent with your expectations. The crypto owns a Beta (Systematic Risk) of -0.072, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning OKB are expected to decrease at a much lower rate. During the bear market, OKB is likely to outperform the market.
Auto-correlation | -0.49 |
Modest reverse predictability
OKB has modest reverse predictability. Overlapping area represents the amount of predictability between OKB time series from 3rd of February 2025 to 20th of March 2025 and 20th of March 2025 to 4th of May 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 OKB price movement. The serial correlation of -0.49 indicates that about 49.0% of current OKB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 3.07 |
OKB lagged returns against current returns
Autocorrelation, which is OKB 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 OKB's crypto coin expected returns. We can calculate the autocorrelation of OKB returns to help us make a trade decision. For example, suppose you find that OKB 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 |
OKB 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 OKB crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if OKB crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in OKB crypto coin over time.
Current vs Lagged Prices |
| Timeline |
OKB Lagged Returns
When evaluating OKB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of OKB crypto coin have on its future price. OKB 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, OKB autocorrelation shows the relationship between OKB crypto coin current value and its past values and can show if there is a momentum factor associated with investing in OKB.
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 OKB offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of OKB'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 Okb Crypto.Check out OKB Correlation, OKB Volatility and Investing Opportunities module to complement your research on OKB. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
OKB 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.