IOTA Market Value

MIOTA
  

USD 0.21  0.01  4.55%   

IOTA's market value is the price at which a share of IOTA stock trades on a public exchange. It measures the collective expectations of IOTA investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of IOTA and determine expected loss or profit from investing in IOTA over a given investment horizon. Additionally, see IOTA Correlation, IOTA Volatility and Investing Opportunities module to complement your research on IOTA.
Symbol


Please note, there is a significant difference between IOTA's coin value and its market price as these two are different measures arrived at by different means. Cryptocurrency investors typically determine IOTA value by looking at such factors as its true mass adoption, usability, application, safety as well as its ability to resist fraud and manipulation. On the other hand, IOTA's price is the amount at which it trades on the cryptocurrency exchange or other digital marketplace that truly represents its supply and demand.

IOTA '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 IOTA'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 IOTA.
0.00
12/11/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/01/2022
0.00
If you would invest  0.00  in IOTA on December 11, 2020 and sell it all today you would earn a total of 0.00 from holding IOTA or generate 0.0% return on investment in IOTA over 720 days. IOTA is related to or competes with Bitcoin, XRP, Polygon, Chainlink, Solana, Polkadot, and Uniswap Protocol. IOTA is peer-to-peer digital currency powered by the Blockchain technology.

IOTA 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 IOTA'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 IOTA upside and downside potential and time the market with a certain degree of confidence.

IOTA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for IOTA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IOTA's standard deviation. In reality, there are many statistical measures that can use IOTA historical prices to predict the future IOTA's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of IOTA'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. Please use the tools below to analyze the current value of IOTA in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.010.224.73
Details
Intrinsic
Valuation
LowReal ValueHigh
0.010.204.71
Details
Naive
Forecast
LowNext ValueHigh
0.0042790.214.72
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
0.200.240.28
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as IOTA. Your research has to be compared to or analyzed against IOTA's peers to derive any actionable benefits. When done correctly, IOTA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in IOTA.

IOTA Backtested Returns

IOTA holds Efficiency (Sharpe) Ratio of -0.0603, which attests that digital coin had -0.0603% of return per unit of volatility over the last 3 months. Macroaxis approach towards determining the risk of any crypto is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. IOTA exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out IOTA market risk adjusted performance of 0.4499, and Risk Adjusted Performance of (0.08) to validate the risk estimate we provide.
The crypto retains a Market Volatility (i.e., Beta) of -0.6267, which attests to possible diversification benefits within a given portfolio. Let's try to break down what IOTA's beta means in this case. As returns on the market increase, returns on owning IOTA are expected to decrease at a much lower rate. During the bear market, IOTA is likely to outperform the market. Even though it is essential to pay attention to IOTA current price history, it is always good to be careful when utilizing equity current price movements. Our approach towards determining any crypto's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. IOTA exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.05  

Virtually no predictability

IOTA has virtually no predictability. Overlapping area represents the amount of predictability between IOTA time series from 11th of December 2020 to 6th of December 2021 and 6th of December 2021 to 1st of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of IOTA price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current IOTA price fluctuation can be explain by its past prices.
Correlation Coefficient0.05
Spearman Rank Test0.36
Residual Average0.0
Price Variance0.02

IOTA lagged returns against current returns

Autocorrelation, which is IOTA 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 IOTA's crypto coin expected returns. We can calculate the autocorrelation of IOTA returns to help us make a trade decision. For example, suppose you find that IOTA crypto coin has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

IOTA 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 IOTA crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IOTA crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IOTA crypto coin over time.
   Current vs Lagged Prices   
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       Timeline  

IOTA Lagged Returns

When evaluating IOTA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IOTA crypto coin have on its future price. IOTA 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, IOTA autocorrelation shows the relationship between IOTA crypto coin current value and its past values and can show if there is a momentum factor associated with investing in IOTA.
   Regressed Prices   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in IOTA without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Additionally, see IOTA Correlation, IOTA Volatility and Investing Opportunities module to complement your research on IOTA. You can also try Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

Other Tools for IOTA Crypto Coin

When running IOTA price analysis, check to measure IOTA's coin volatility and technical momentum indicators. We have many different tools that can be utilized to determine how healthy IOTA is operating at the current time. Most of IOTA's value examination focuses on studying past and present price actions to predict the probability of IOTA's future price movements. You can analyze the coin against its peers and the financial market as a whole to determine factors that move IOTA's coin price. Additionally, you may evaluate how adding IOTA to your portfolios can decrease your overall portfolio volatility.
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