SQD Market Value
| SQD Crypto | USD 0.15 0.01 7.14% |
| Symbol | SQD |
SQD '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 SQD'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 SQD.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in SQD on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding SQD or generate 0.0% return on investment in SQD over 90 days. SQD is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. SQD is peer-to-peer digital currency powered by the Blockchain technology.
SQD 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 SQD'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 SQD upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 37.65 | |||
| Value At Risk | (10.53) | |||
| Potential Upside | 13.64 |
SQD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SQD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SQD's standard deviation. In reality, there are many statistical measures that can use SQD historical prices to predict the future SQD's volatility.| Risk Adjusted Performance | 0.003 | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (1.88) | |||
| Treynor Ratio | (0.04) |
SQD Backtested Returns
SQD is abnormally risky given 3 months investment horizon. SQD owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates digital coin had a 0.11 % return per unit of volatility over the last 3 months. We were able to break down twenty-three different technical indicators, which can help you to evaluate if expected returns of 13.79% are justified by taking the suggested risk. Use SQD variance of 49.68, and Risk Adjusted Performance of 0.003 to evaluate coin specific risk that cannot be diversified away. The entity has a beta of 1.74, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SQD will likely underperform.
Auto-correlation | 0.18 |
Very weak predictability
SQD has very weak predictability. Overlapping area represents the amount of predictability between SQD 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 SQD price movement. The serial correlation of 0.18 indicates that over 18.0% of current SQD price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SQD lagged returns against current returns
Autocorrelation, which is SQD 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 SQD's crypto coin expected returns. We can calculate the autocorrelation of SQD returns to help us make a trade decision. For example, suppose you find that SQD 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 |
SQD 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 SQD crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SQD crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SQD crypto coin over time.
Current vs Lagged Prices |
| Timeline |
SQD Lagged Returns
When evaluating SQD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SQD crypto coin have on its future price. SQD 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, SQD autocorrelation shows the relationship between SQD crypto coin current value and its past values and can show if there is a momentum factor associated with investing in SQD.
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 SQD offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of SQD'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 Sqd Crypto.Check out SQD Correlation, SQD Volatility and Investing Opportunities module to complement your research on SQD. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
SQD 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.