TRAC Market Value
| TRAC Crypto | USD 0.49 0.03 5.77% |
| Symbol | TRAC |
TRAC '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 TRAC'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 TRAC.
| 06/24/2025 |
| 07/24/2025 |
If you would invest 0.00 in TRAC on June 24, 2025 and sell it all today you would earn a total of 0.00 from holding TRAC or generate 0.0% return on investment in TRAC over 30 days. TRAC is related to or competes with EigenLayer, EUR CoinVertible, Morpho, and DIA. OriginTrail is peer-to-peer digital currency powered by the Blockchain technology.
TRAC 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 TRAC'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 TRAC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.54 | |||
| Information Ratio | 0.0359 | |||
| Maximum Drawdown | 19.13 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 10.0 |
TRAC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TRAC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TRAC's standard deviation. In reality, there are many statistical measures that can use TRAC historical prices to predict the future TRAC's volatility.| Risk Adjusted Performance | 0.0748 | |||
| Jensen Alpha | 0.392 | |||
| Total Risk Alpha | (0.89) | |||
| Sortino Ratio | 0.0442 | |||
| Treynor Ratio | 5.8 |
TRAC Backtested Returns
TRAC appears to be unusually risky, given 3 months investment horizon. TRAC retains Efficiency (Sharpe Ratio) of 0.0759, which indicates digital coin had a 0.0759 % return per unit of risk over the last 3 months. We have found thirty technical indicators for TRAC, which you can use to evaluate the volatility of coin. Please review TRAC's risk adjusted performance of 0.0748, and Downside Deviation of 4.54 to confirm if our risk estimates are consistent with your expectations. The entity owns a Beta (Systematic Risk) of 0.0701, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TRAC's returns are expected to increase less than the market. However, during the bear market, the loss of holding TRAC is expected to be smaller as well.
Auto-correlation | 0.10 |
Insignificant predictability
TRAC has insignificant predictability. Overlapping area represents the amount of predictability between TRAC time series from 24th of June 2025 to 9th of July 2025 and 9th of July 2025 to 24th 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 TRAC price movement. The serial correlation of 0.1 indicates that less than 10.0% of current TRAC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
TRAC lagged returns against current returns
Autocorrelation, which is TRAC 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 TRAC's crypto coin expected returns. We can calculate the autocorrelation of TRAC returns to help us make a trade decision. For example, suppose you find that TRAC 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 |
TRAC 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 TRAC crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TRAC crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TRAC crypto coin over time.
Current vs Lagged Prices |
| Timeline |
TRAC Lagged Returns
When evaluating TRAC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TRAC crypto coin have on its future price. TRAC 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, TRAC autocorrelation shows the relationship between TRAC crypto coin current value and its past values and can show if there is a momentum factor associated with investing in TRAC.
Regressed Prices |
| Timeline |
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Check out TRAC Correlation, TRAC Volatility and Investing Opportunities module to complement your research on TRAC. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
TRAC 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.