XT Token Market Value
| XT Crypto | USD 5.49 0.04 0.73% |
| Symbol | XT Token |
XT Token '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 XT Token'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 XT Token.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in XT Token on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding XT Token or generate 0.0% return on investment in XT Token over 90 days. XT Token is related to or competes with Staked Ether, EigenLayer, Morpho, and DIA. XT.com Token is peer-to-peer digital currency powered by the Blockchain technology.
XT Token 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 XT Token'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 XT Token upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.1104 | |||
| Maximum Drawdown | 10.56 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 4.04 |
XT Token Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for XT Token's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as XT Token's standard deviation. In reality, there are many statistical measures that can use XT Token historical prices to predict the future XT Token's volatility.| Risk Adjusted Performance | 0.1718 | |||
| Jensen Alpha | 0.3768 | |||
| Total Risk Alpha | 0.0691 | |||
| Sortino Ratio | 0.1343 | |||
| Treynor Ratio | (2.94) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of XT Token's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
XT Token Backtested Returns
XT Token appears to be relatively risky, given 3 months investment horizon. XT Token retains Efficiency (Sharpe Ratio) of 0.14, which attests that digital coin had a 0.14 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for XT Token, which you can use to evaluate the volatility of coin. Please utilize XT Token's standard deviation of 2.08, and Market Risk Adjusted Performance of (2.93) to validate if our risk estimates are consistent with your expectations. The entity owns a Beta (Systematic Risk) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning XT Token are expected to decrease at a much lower rate. During the bear market, XT Token is likely to outperform the market.
Auto-correlation | 0.26 |
Poor predictability
XT Token has poor predictability. Overlapping area represents the amount of predictability between XT Token time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 XT Token price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current XT Token price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
XT Token lagged returns against current returns
Autocorrelation, which is XT Token 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 XT Token's crypto coin expected returns. We can calculate the autocorrelation of XT Token returns to help us make a trade decision. For example, suppose you find that XT Token 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 |
XT Token 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 XT Token crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if XT Token crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in XT Token crypto coin over time.
Current vs Lagged Prices |
| Timeline |
XT Token Lagged Returns
When evaluating XT Token's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of XT Token crypto coin have on its future price. XT Token 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, XT Token autocorrelation shows the relationship between XT Token crypto coin current value and its past values and can show if there is a momentum factor associated with investing in XT Token.
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 XT Token offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of XT Token'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 Xt Token Crypto.Check out XT Token Correlation, XT Token Volatility and Investing Opportunities module to complement your research on XT Token. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
XT Token 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.