Ethena Alpha and Beta Analysis
| ENA Crypto | USD 0.22 0.02 8.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ethena. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ethena over a specified time horizon. Remember, high Ethena's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Beta (0.33) | Alpha (0.84) | Risk 6.19 | Sharpe Ratio (0.15) | Expected Return (0.91) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Ethena |
Ethena Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ethena market risk premium is the additional return an investor will receive from holding Ethena long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Ethena. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Ethena's performance over market.| α | -0.84 | β | -0.33 |
Ethena Price Momentum Analysis
Ethena Market Price Analysis
Market price analysis indicators help investors to evaluate how Ethena crypto coin reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ethena shares will generate the highest return on investment. By understating and applying Ethena crypto coin market price indicators, traders can identify Ethena position entry and exit signals to maximize returns.
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| Price Ceiling Movement | ||
| Tangent Of Price Series | ||
| Aroon Oscillator | ||
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| Kaufman Adaptive Moving Average | ||
| Bollinger Bands | ||
| Rickshaw Man | ||
| Harami Cross Pattern |
Ethena Return and Market Media
The median price of Ethena for the period between Mon, Oct 20, 2025 and Sun, Jan 18, 2026 is 0.27 with a coefficient of variation of 28.14. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 0.29, and mean deviation of 0.06. The Crypto did not receive any noticable media coverage during the period. Price Growth (%) |
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About Ethena Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Ethena or other cryptos. Alpha measures the amount that position in Ethena has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Ethena Investors Sentiment
The influence of Ethena's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Ethena. The overall investor sentiment generally increases the direction of a crypto movement in a one-year investment horizon. However, the impact of investor sentiment on the entire crypto market does not have solid backing from leading economists and market statisticians.
Investor biases related to Ethena's public news can be used to forecast risks associated with an investment in Ethena. The trend in average sentiment can be used to explain how an investor holding Ethena can time the market purely based on public headlines and social activities around Ethena. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Ethena's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Ethena's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Ethena's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Ethena.
Some cryptocurrency investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. However, unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Ethena in the overall investment community. So, suppose investors can accurately measure the crypto's market sentiment. In that case, they can use it for their benefit. For example, some tools provided by cryptocurrency exchanges to gauge market sentiment could be utilized to time the market in a somewhat predictable way.
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Check out Ethena Backtesting, Portfolio Optimization, Ethena Correlation, Cryptocurrency Center, Ethena Volatility, Ethena History and analyze Ethena Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Ethena 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.