UBEX Market Value
| UBEX Crypto | USD 0.000036 0.000001 2.86% |
| Symbol | UBEX |
UBEX '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 UBEX'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 UBEX.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in UBEX on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding UBEX or generate 0.0% return on investment in UBEX over 90 days. UBEX is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. UBEX is peer-to-peer digital currency powered by the Blockchain technology.
UBEX 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 UBEX'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 UBEX upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.1 | |||
| Information Ratio | 0.2355 | |||
| Maximum Drawdown | 29.91 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 12.0 |
UBEX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBEX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UBEX's standard deviation. In reality, there are many statistical measures that can use UBEX historical prices to predict the future UBEX's volatility.| Risk Adjusted Performance | 0.2535 | |||
| Jensen Alpha | 1.39 | |||
| Total Risk Alpha | 0.6258 | |||
| Sortino Ratio | 0.2394 | |||
| Treynor Ratio | (4.76) |
UBEX Backtested Returns
UBEX is extremely risky given 3 months investment horizon. UBEX owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates digital coin had a 0.23 % return per unit of volatility over the last 3 months. We were able to break down twenty-five different technical indicators, which can help you to evaluate if expected returns of 1.17% are justified by taking the suggested risk. Use UBEX Risk Adjusted Performance of 0.2535, market risk adjusted performance of (4.75), and Downside Deviation of 5.1 to evaluate coin specific risk that cannot be diversified away. The entity has a beta of -0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UBEX are expected to decrease at a much lower rate. During the bear market, UBEX is likely to outperform the market.
Auto-correlation | 0.38 |
Below average predictability
UBEX has below average predictability. Overlapping area represents the amount of predictability between UBEX time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 UBEX price movement. The serial correlation of 0.38 indicates that just about 38.0% of current UBEX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
UBEX lagged returns against current returns
Autocorrelation, which is UBEX 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 UBEX's crypto coin expected returns. We can calculate the autocorrelation of UBEX returns to help us make a trade decision. For example, suppose you find that UBEX 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 |
UBEX 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 UBEX crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UBEX crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UBEX crypto coin over time.
Current vs Lagged Prices |
| Timeline |
UBEX Lagged Returns
When evaluating UBEX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UBEX crypto coin have on its future price. UBEX 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, UBEX autocorrelation shows the relationship between UBEX crypto coin current value and its past values and can show if there is a momentum factor associated with investing in UBEX.
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 UBEX offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of UBEX'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 Ubex Crypto.Check out UBEX Correlation, UBEX Volatility and Investing Opportunities module to complement your research on UBEX. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
UBEX 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.