VSYS Market Value
| VSYS Crypto | USD 0.0003 0.000029 12.08% |
| Symbol | VSYS |
VSYS '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 VSYS'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 VSYS.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in VSYS on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding VSYS or generate 0.0% return on investment in VSYS over 90 days. VSYS is related to or competes with EigenLayer, EUR CoinVertible, Morpho, and DIA. VSYS is peer-to-peer digital currency powered by the Blockchain technology.
VSYS 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 VSYS'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 VSYS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.37 | |||
| Information Ratio | 0.0147 | |||
| Maximum Drawdown | 84.17 | |||
| Value At Risk | (32.80) | |||
| Potential Upside | 12.08 |
VSYS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VSYS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VSYS's standard deviation. In reality, there are many statistical measures that can use VSYS historical prices to predict the future VSYS's volatility.| Risk Adjusted Performance | 0.0365 | |||
| Jensen Alpha | 0.403 | |||
| Total Risk Alpha | (2.77) | |||
| Sortino Ratio | 0.0132 | |||
| Treynor Ratio | 15.82 |
VSYS Backtested Returns
VSYS appears to be abnormally risky, given 3 months investment horizon. VSYS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0297, which indicates digital coin had a 0.0297 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for VSYS, which you can use to evaluate the volatility of coin. Please review VSYS's Risk Adjusted Performance of 0.0365, semi deviation of 12.0, and Coefficient Of Variation of 3282.41 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.0258, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VSYS's returns are expected to increase less than the market. However, during the bear market, the loss of holding VSYS is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
VSYS has very weak predictability. Overlapping area represents the amount of predictability between VSYS time series from 25th of April 2025 to 9th of June 2025 and 9th of June 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 VSYS price movement. The serial correlation of 0.16 indicates that over 16.0% of current VSYS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
VSYS lagged returns against current returns
Autocorrelation, which is VSYS 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 VSYS's crypto coin expected returns. We can calculate the autocorrelation of VSYS returns to help us make a trade decision. For example, suppose you find that VSYS 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 |
VSYS 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 VSYS crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VSYS crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VSYS crypto coin over time.
Current vs Lagged Prices |
| Timeline |
VSYS Lagged Returns
When evaluating VSYS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VSYS crypto coin have on its future price. VSYS 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, VSYS autocorrelation shows the relationship between VSYS crypto coin current value and its past values and can show if there is a momentum factor associated with investing in VSYS.
Regressed Prices |
| Timeline |
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Check out VSYS Correlation, VSYS Volatility and Investing Opportunities module to complement your research on VSYS. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
VSYS 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.