Secret Market Value
| SCRT Crypto | USD 0.19 0.01 5.56% |
| Symbol | Secret |
Secret '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 Secret'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 Secret.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in Secret on May 27, 2025 and sell it all today you would earn a total of 0.00 from holding Secret or generate 0.0% return on investment in Secret over 90 days. Secret is related to or competes with Staked Ether, Phala Network, Tokocrypto, and DIA. Secret is peer-to-peer digital currency powered by the Blockchain technology.
Secret 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 Secret'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 Secret upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 23.86 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 6.67 |
Secret Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Secret's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Secret's standard deviation. In reality, there are many statistical measures that can use Secret historical prices to predict the future Secret's volatility.| Risk Adjusted Performance | 0.0021 | |||
| Jensen Alpha | 0.0777 | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | 0.0372 |
Secret Backtested Returns
At this point, Secret is very risky. Secret owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates digital coin had a close to zero % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Secret, which you can use to evaluate the volatility of coin. Please validate Secret's Risk Adjusted Performance of 0.0021, variance of 22.5, and Coefficient Of Variation of (11,613) to confirm if the risk estimate we provide is consistent with the expected return of 0.0318%. The entity has a beta of -1.37, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Secret are expected to decrease by larger amounts. On the other hand, during market turmoil, Secret is expected to outperform it.
Auto-correlation | 0.25 |
Poor predictability
Secret has poor predictability. Overlapping area represents the amount of predictability between Secret time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th of August 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 Secret price movement. The serial correlation of 0.25 indicates that over 25.0% of current Secret price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Secret lagged returns against current returns
Autocorrelation, which is Secret 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 Secret's crypto coin expected returns. We can calculate the autocorrelation of Secret returns to help us make a trade decision. For example, suppose you find that Secret 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 |
Secret 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 Secret crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Secret crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Secret crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Secret Lagged Returns
When evaluating Secret's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Secret crypto coin have on its future price. Secret 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, Secret autocorrelation shows the relationship between Secret crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Secret.
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 Secret offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Secret'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 Secret Crypto.Check out Secret Correlation, Secret Volatility and Investing Opportunities module to complement your research on Secret. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Secret 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.