KAITO Market Value
| KAITO Crypto | USD 1.35 0.02 1.46% |
| Symbol | KAITO |
KAITO '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 KAITO'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 KAITO.
| 06/27/2025 |
| 07/27/2025 |
If you would invest 0.00 in KAITO on June 27, 2025 and sell it all today you would earn a total of 0.00 from holding KAITO or generate 0.0% return on investment in KAITO over 30 days. KAITO is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. KAITO is peer-to-peer digital currency powered by the Blockchain technology.
KAITO 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 KAITO'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 KAITO upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.89 | |||
| Information Ratio | 0.0633 | |||
| Maximum Drawdown | 63.18 | |||
| Value At Risk | (12.37) | |||
| Potential Upside | 18.46 |
KAITO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KAITO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KAITO's standard deviation. In reality, there are many statistical measures that can use KAITO historical prices to predict the future KAITO's volatility.| Risk Adjusted Performance | 0.0734 | |||
| Jensen Alpha | 1.51 | |||
| Total Risk Alpha | (1.90) | |||
| Sortino Ratio | 0.0871 | |||
| Treynor Ratio | (0.28) |
KAITO Backtested Returns
KAITO is abnormally risky given 3 months investment horizon. KAITO has Sharpe Ratio of 0.11, which conveys that digital coin had a 0.11 % return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.18% are justified by taking the suggested risk. Use KAITO Mean Deviation of 6.96, semi deviation of 6.86, and Downside Deviation of 7.89 to evaluate coin specific risk that cannot be diversified away. The entity secures a Beta (Market Risk) of -3.14, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning KAITO are expected to decrease by larger amounts. On the other hand, during market turmoil, KAITO is expected to outperform it.
Auto-correlation | 0.11 |
Insignificant predictability
KAITO has insignificant predictability. Overlapping area represents the amount of predictability between KAITO time series from 27th of June 2025 to 12th of July 2025 and 12th of July 2025 to 27th 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 KAITO price movement. The serial correlation of 0.11 indicates that less than 11.0% of current KAITO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
KAITO lagged returns against current returns
Autocorrelation, which is KAITO 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 KAITO's crypto coin expected returns. We can calculate the autocorrelation of KAITO returns to help us make a trade decision. For example, suppose you find that KAITO 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 |
KAITO 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 KAITO crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KAITO crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KAITO crypto coin over time.
Current vs Lagged Prices |
| Timeline |
KAITO Lagged Returns
When evaluating KAITO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KAITO crypto coin have on its future price. KAITO 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, KAITO autocorrelation shows the relationship between KAITO crypto coin current value and its past values and can show if there is a momentum factor associated with investing in KAITO.
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 KAITO offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of KAITO'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 Kaito Crypto.Check out KAITO Correlation, KAITO Volatility and Investing Opportunities module to complement your research on KAITO. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
KAITO 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.