XRP Alpha and Beta Analysis

XRP
 Crypto
  

USD 0.40  0.01  2.44%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as XRP. It also helps investors analyze the systematic and unsystematic risks associated with investing in XRP over a specified time horizon. Remember, high XRP's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Check out XRP Backtesting, Portfolio Optimization, XRP Correlation, Cryptocurrency Center, XRP Volatility, XRP History and analyze XRP Performance.
  
Please note that although XRP alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, XRP did 0.52  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of XRP crypto's relative risk over its benchmark. XRP has a beta of 0.70  . Let's try to break down what XRP's beta means in this case. As returns on the market increase, returns on owning XRP are expected to decrease at a much lower rate. During the bear market, XRP is likely to outperform the market.
.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

XRP Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. XRP market risk premium is the additional return an investor will receive from holding XRP long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in XRP. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate XRP's performance over market.
α0.52   β-0.7
90 days against DJI

XRP Price Momentum Analysis

XRP Market Price Analysis

Market price analysis indicators help investors to evaluate how XRP crypto coin reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading XRP shares will generate the highest return on investment. By understating and applying XRP crypto coin market price indicators, traders can identify XRP position entry and exit signals to maximize returns.

XRP Return and Market Media

The median price of XRP for the period between Tue, Aug 30, 2022 and Mon, Nov 28, 2022 is 0.45 with a coefficient of variation of 14.92. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 0.42, and mean deviation of 0.06. The Crypto received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Worse Than 2008Huge Fed Sledgehammer Coming For Bitcoin, Eth...09/20/2022

About XRP Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including XRP or other cryptos. Alpha measures the amount that position in XRP has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

XRP Investors Sentiment

The influence of XRP's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in XRP. The overall investor sentiment generally increases the direction of a crypto movement in a one-year investment horizon. However, the impact of investor sentiment on the entire crypto markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to XRP's public news can be used to forecast risks associated with investment in XRP. The trend in average sentiment can be used to explain how an investor holding XRP can time the market purely based on public headlines and social activities around XRP. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
XRP's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for XRP's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average XRP's news discussions. The higher the estimated score, the more favorable is the investor's outlook on XRP.
Some cryptocurrency investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. However, unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards XRP in the overall investment community. So, suppose investors can accurately measure the crypto's market sentiment. In that case, they can use it for their benefit. For example, some tools provided by cryptocurrency exchanges to gauge market sentiment could be utilized to time the market in a somewhat predictable way.

Build Portfolio with XRP

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out XRP Backtesting, Portfolio Optimization, XRP Correlation, Cryptocurrency Center, XRP Volatility, XRP History and analyze XRP Performance. You can also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

Other Tools for XRP Crypto Coin

When running XRP price analysis, check to measure XRP's coin volatility and technical momentum indicators. We have many different tools that can be utilized to determine how healthy XRP is operating at the current time. Most of XRP's value examination focuses on studying past and present price actions to predict the probability of XRP's future price movements. You can analyze the coin against its peers and the financial market as a whole to determine factors that move XRP's coin price. Additionally, you may evaluate how adding XRP to your portfolios can decrease your overall portfolio volatility.
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go