Theta Network Market Value
| THETA Crypto | USD 0.91 0.03 3.41% |
| Symbol | Theta |
Theta Network '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 Theta Network'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 Theta Network.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Theta Network on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Theta Network or generate 0.0% return on investment in Theta Network over 90 days. Theta Network is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. Theta Network is peer-to-peer digital currency powered by the Blockchain technology.
Theta Network 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 Theta Network'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 Theta Network upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.32 | |||
| Information Ratio | 0.0816 | |||
| Maximum Drawdown | 28.71 | |||
| Value At Risk | (6.60) | |||
| Potential Upside | 10.77 |
Theta Network Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Theta Network's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Theta Network's standard deviation. In reality, there are many statistical measures that can use Theta Network historical prices to predict the future Theta Network's volatility.| Risk Adjusted Performance | 0.1099 | |||
| Jensen Alpha | 0.5286 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0815 | |||
| Treynor Ratio | 1.91 |
Theta Network Backtested Returns
Theta Network appears to be extremely risky, given 3 months investment horizon. Theta Network owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0943, which indicates digital coin had a 0.0943 % return per unit of risk over the last 3 months. By inspecting Theta Network's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please review Theta Network's Risk Adjusted Performance of 0.1099, semi deviation of 4.27, and Coefficient Of Variation of 916.84 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.3, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Theta Network's returns are expected to increase less than the market. However, during the bear market, the loss of holding Theta Network is expected to be smaller as well.
Auto-correlation | -0.4 |
Poor reverse predictability
Theta Network has poor reverse predictability. Overlapping area represents the amount of predictability between Theta Network time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Theta Network price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Theta Network price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Theta Network lagged returns against current returns
Autocorrelation, which is Theta Network 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 Theta Network's crypto coin expected returns. We can calculate the autocorrelation of Theta Network returns to help us make a trade decision. For example, suppose you find that Theta Network 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 |
Theta Network 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 Theta Network crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Theta Network crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Theta Network crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Theta Network Lagged Returns
When evaluating Theta Network's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Theta Network crypto coin have on its future price. Theta Network 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, Theta Network autocorrelation shows the relationship between Theta Network crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Theta Network.
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 Theta Network offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Theta Network'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 Theta Network Crypto.Check out Theta Network Correlation, Theta Network Volatility and Investing Opportunities module to complement your research on Theta Network. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Theta Network 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.