Grayscale Digital Large Stock Market Value
| GDLC Stock | USD 53.50 0.86 1.63% |
| Symbol | Grayscale |
Grayscale Digital '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 Grayscale Digital's otc stock 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 Grayscale Digital.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in Grayscale Digital on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding Grayscale Digital Large or generate 0.0% return on investment in Grayscale Digital over 90 days. Grayscale Digital is related to or competes with Grayscale Bitcoin, Bitwise 10, Grayscale Ethereum, and Grayscale Litecoin. More
Grayscale Digital 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 Grayscale Digital's otc stock 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 Grayscale Digital Large upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.1617 | |||
| Maximum Drawdown | 10.81 | |||
| Value At Risk | (3.55) | |||
| Potential Upside | 4.05 |
Grayscale Digital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grayscale Digital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grayscale Digital's standard deviation. In reality, there are many statistical measures that can use Grayscale Digital historical prices to predict the future Grayscale Digital's volatility.| Risk Adjusted Performance | 0.2081 | |||
| Jensen Alpha | 0.4151 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.1755 | |||
| Treynor Ratio | 0.843 |
Grayscale Digital Large Backtested Returns
Grayscale Digital appears to be very steady, given 3 months investment horizon. Grayscale Digital Large holds Efficiency (Sharpe) Ratio of 0.28, which attests that the entity had a 0.28 % return per unit of standard deviation over the last 3 months. By evaluating Grayscale Digital's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please utilize Grayscale Digital's risk adjusted performance of 0.2081, and Market Risk Adjusted Performance of 0.853 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Grayscale Digital holds a performance score of 21. The company retains a Market Volatility (i.e., Beta) of 0.65, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Grayscale Digital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Grayscale Digital is expected to be smaller as well. Please check Grayscale Digital's sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to make a quick decision on whether Grayscale Digital's current trending patterns will revert.
Auto-correlation | 0.87 |
Very good predictability
Grayscale Digital Large has very good predictability. Overlapping area represents the amount of predictability between Grayscale Digital time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 Grayscale Digital Large price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Grayscale Digital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 10.61 |
Grayscale Digital Large lagged returns against current returns
Autocorrelation, which is Grayscale Digital otc stock'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 Grayscale Digital's otc stock expected returns. We can calculate the autocorrelation of Grayscale Digital returns to help us make a trade decision. For example, suppose you find that Grayscale Digital has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Grayscale Digital 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 Grayscale Digital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grayscale Digital otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grayscale Digital otc stock over time.
Current vs Lagged Prices |
| Timeline |
Grayscale Digital Lagged Returns
When evaluating Grayscale Digital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grayscale Digital otc stock have on its future price. Grayscale Digital 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, Grayscale Digital autocorrelation shows the relationship between Grayscale Digital otc stock current value and its past values and can show if there is a momentum factor associated with investing in Grayscale Digital Large.
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.Other Information on Investing in Grayscale OTC Stock
Grayscale Digital financial ratios help investors to determine whether Grayscale OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Grayscale with respect to the benefits of owning Grayscale Digital security.