Pudgy Penguins Market Value
| PENGU Crypto | USD 0.03 0 4.04% |
| Symbol | Pudgy |
Pudgy Penguins '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 Pudgy Penguins' 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 Pudgy Penguins.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Pudgy Penguins on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Pudgy Penguins or generate 0.0% return on investment in Pudgy Penguins over 90 days. Pudgy Penguins is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. Pudgy Penguins is peer-to-peer digital currency powered by the Blockchain technology.
Pudgy Penguins 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 Pudgy Penguins' 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 Pudgy Penguins upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.28 | |||
| Information Ratio | 0.2793 | |||
| Maximum Drawdown | 54.71 | |||
| Value At Risk | (9.73) | |||
| Potential Upside | 25.89 |
Pudgy Penguins Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pudgy Penguins' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pudgy Penguins' standard deviation. In reality, there are many statistical measures that can use Pudgy Penguins historical prices to predict the future Pudgy Penguins' volatility.| Risk Adjusted Performance | 0.2813 | |||
| Jensen Alpha | 3.37 | |||
| Total Risk Alpha | 1.76 | |||
| Sortino Ratio | 0.5213 | |||
| Treynor Ratio | 14.1 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pudgy Penguins' 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.
Pudgy Penguins Backtested Returns
Pudgy Penguins is abnormally risky given 3 months investment horizon. Pudgy Penguins maintains Sharpe Ratio (i.e., Efficiency) of 0.27, which implies digital coin had a 0.27 % return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.91% are justified by taking the suggested risk. Use Pudgy Penguins Risk Adjusted Performance of 0.2813, semi deviation of 5.34, and Coefficient Of Variation of 343.3 to evaluate coin specific risk that cannot be diversified away. The crypto holds a Beta of 0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, Pudgy Penguins' returns are expected to increase less than the market. However, during the bear market, the loss of holding Pudgy Penguins is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Pudgy Penguins has insignificant reverse predictability. Overlapping area represents the amount of predictability between Pudgy Penguins 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 Pudgy Penguins price movement. The serial correlation of -0.16 indicates that over 16.0% of current Pudgy Penguins price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pudgy Penguins lagged returns against current returns
Autocorrelation, which is Pudgy Penguins 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 Pudgy Penguins' crypto coin expected returns. We can calculate the autocorrelation of Pudgy Penguins returns to help us make a trade decision. For example, suppose you find that Pudgy Penguins 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 |
Pudgy Penguins 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 Pudgy Penguins crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pudgy Penguins crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pudgy Penguins crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Pudgy Penguins Lagged Returns
When evaluating Pudgy Penguins' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pudgy Penguins crypto coin have on its future price. Pudgy Penguins 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, Pudgy Penguins autocorrelation shows the relationship between Pudgy Penguins crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Pudgy Penguins.
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 Pudgy Penguins offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Pudgy Penguins' 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 Pudgy Penguins Crypto.Check out Pudgy Penguins Correlation, Pudgy Penguins Volatility and Investing Opportunities module to complement your research on Pudgy Penguins. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Pudgy Penguins 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.