DeepBook Protocol Market Value
| DEEP Crypto | USD 0.20 0.02 11.11% |
| Symbol | DeepBook |
DeepBook Protocol '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 DeepBook Protocol'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 DeepBook Protocol.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in DeepBook Protocol on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding DeepBook Protocol or generate 0.0% return on investment in DeepBook Protocol over 90 days. DeepBook Protocol is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. DeepBook Protocol is peer-to-peer digital currency powered by the Blockchain technology.
DeepBook Protocol 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 DeepBook Protocol'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 DeepBook Protocol upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.51 | |||
| Information Ratio | 0.0051 | |||
| Maximum Drawdown | 41.18 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 13.33 |
DeepBook Protocol Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DeepBook Protocol's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DeepBook Protocol's standard deviation. In reality, there are many statistical measures that can use DeepBook Protocol historical prices to predict the future DeepBook Protocol's volatility.| Risk Adjusted Performance | 0.0356 | |||
| Jensen Alpha | 0.4816 | |||
| Total Risk Alpha | (1.60) | |||
| Sortino Ratio | 0.0049 | |||
| Treynor Ratio | (0.19) |
DeepBook Protocol Backtested Returns
DeepBook Protocol appears to be unreasonably risky, given 3 months investment horizon. DeepBook Protocol secures Sharpe Ratio (or Efficiency) of 0.0453, which denotes digital coin had a 0.0453 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for DeepBook Protocol, which you can use to evaluate the volatility of coin. Please utilize DeepBook Protocol's Semi Deviation of 5.17, mean deviation of 5.19, and Downside Deviation of 7.51 to check if our risk estimates are consistent with your expectations. The crypto shows a Beta (market volatility) of -1.23, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning DeepBook Protocol are expected to decrease by larger amounts. On the other hand, during market turmoil, DeepBook Protocol is expected to outperform it.
Auto-correlation | -0.83 |
Excellent reverse predictability
DeepBook Protocol has excellent reverse predictability. Overlapping area represents the amount of predictability between DeepBook Protocol time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th 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 DeepBook Protocol price movement. The serial correlation of -0.83 indicates that around 83.0% of current DeepBook Protocol price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DeepBook Protocol lagged returns against current returns
Autocorrelation, which is DeepBook Protocol 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 DeepBook Protocol's crypto coin expected returns. We can calculate the autocorrelation of DeepBook Protocol returns to help us make a trade decision. For example, suppose you find that DeepBook Protocol 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 |
DeepBook Protocol 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 DeepBook Protocol crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DeepBook Protocol crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DeepBook Protocol crypto coin over time.
Current vs Lagged Prices |
| Timeline |
DeepBook Protocol Lagged Returns
When evaluating DeepBook Protocol's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DeepBook Protocol crypto coin have on its future price. DeepBook Protocol 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, DeepBook Protocol autocorrelation shows the relationship between DeepBook Protocol crypto coin current value and its past values and can show if there is a momentum factor associated with investing in DeepBook Protocol.
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 DeepBook Protocol offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of DeepBook Protocol'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 Deepbook Protocol Crypto.Check out DeepBook Protocol Correlation, DeepBook Protocol Volatility and Investing Opportunities module to complement your research on DeepBook Protocol. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
DeepBook Protocol 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.