Boson Protocol Volatility

BOSON
  

USD 0.18  0.01  5.26%   

Boson Protocol secures Sharpe Ratio (or Efficiency) of -0.0536, which signifies that digital coin had -0.0536% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing 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. Boson Protocol exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Boson Protocol risk adjusted performance of (0.05), and Mean Deviation of 3.91 to double-check the risk estimate we provide.
  
Boson Protocol Crypto Coin volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Boson daily returns, and it is calculated using variance and standard deviation. We also use Boson's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Boson Protocol volatility.

720 Days Market Risk

Unusually volatile

Chance of Distress

Below Average

720 Days Economic Sensitivity

Barely shadows the market
Since volatility provides cryptocurrency investors with entry points to take advantage of coin prices, investors in projects such as Boson Protocol can benefit from it. Downward market volatility can be a perfect environment for traders who play the long game. Here, they may buy additional Boson Protocol shares at lower prices. For example, an investor can purchase Boson coin that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Boson Protocol's crypto rise, investors can sell out and invest the proceeds in other coins with better opportunities. Investing in volatile markets will allow investors in evolving Defi or crypto projects such as Boson to generate better long-term returns.

Moving together with Boson Protocol

+0.65SOLSolanaPairCorr

Boson Protocol Market Sensitivity And Downside Risk

Boson Protocol's beta coefficient measures the volatility of Boson crypto coin compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Boson crypto coin's returns against your selected market. In other words, Boson Protocol's beta of 0.12 provides an investor with an approximation of how much risk Boson Protocol crypto coin can potentially add to one of your existing portfolios.
Boson Protocol is displaying above-average volatility over the selected time horizon. Investors should scrutinize Boson Protocol independently to ensure intended cryptocurrency market timing strategies are aligned with expectations about Boson Protocol volatility. Please note that many cryptocurrencies are speculative and subject to artificial price hype. Ensure you understand the upside potential and downside risk of investing in Boson Protocol. We encourage all cryptocurrency investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before the public announcements. Please also check the biographies and work history of current and past project contributors before investing in high-volatility crypto coins. You can indeed make money on Boson if you perfectly time your entry and exit. However, remember that cryptos that have been the subject of artificial hype usually cannot maintain its increased price for more than a few days. The price of a promoted high-volatility instrument will almost always revert. The only way to increase coin holder value is through legitimate performance analysis backed up by solid fundamentals of the project the coin represents. Understanding different market volatility trends often help investors time the market. Properly using volatility indicators enable traders to measure Boson Protocol's crypto coin risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Boson Protocol's price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different cryptos as prices fall or investing in DeFi projects.
3 Months Beta |Analyze Boson Protocol Demand Trend
Check current 90 days Boson Protocol correlation with market (DOW)

Boson Beta

    
  0.12  
Boson standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Standard Deviation

    
  6.74  
It is essential to understand the difference between upside risk (as represented by Boson Protocol's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Boson Protocol's daily returns or price. Since the actual investment returns on holding a position in boson crypto coin tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Boson Protocol.

Boson Protocol Crypto Coin Volatility Analysis

Volatility refers to the frequency at which Boson Protocol crypto price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Boson Protocol's price changes. Investors will then calculate the volatility of Boson Protocol's crypto coin to predict their future moves. A crypto that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A crypto coin with relatively stable price changes has low volatility. A highly volatile crypto is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Boson Protocol's volatility:

Historical Volatility

This type of crypto volatility measures Boson Protocol's fluctuations based on previous trends. It's commonly used to predict Boson Protocol's future behavior based on its past. However, it cannot conclusively determine the future direction of the crypto coin.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Boson Protocol's current market price. This means that the crypto will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Boson Protocol's to be redeemed at a future date.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of Boson Protocol price series.
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Boson Protocol Projected Return Density Against Market

Assuming the 90 days trading horizon Boson Protocol has a beta of 0.1202 suggesting as returns on the market go up, Boson Protocol average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Boson Protocol will be expected to be much smaller as well.
Most traded cryptocurrencies are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or coin-specific or project-specific) risk. Unsystematic risk is the risk that events specific to Boson Protocol project will adversely affect the coin's price. This type of risk can be diversified away by owning several different digital assets on different exchanges whose coin prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Boson Protocol's price will be affected by overall cryptocurrency market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Boson crypto's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Boson Protocol is significantly underperforming DOW.
   Predicted Return Density   
       Returns  
Boson Protocol's volatility of a cryptocurrency is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how boson crypto coin's price will differ from the historical average after some time. There is a big difference when you buy Boson Protocol from a government-approved cryptocurrency exchange like Coinbase or a marketplace managed by a foreign entity. Using a local, USA-based marketplace will be less exposed to price manipulation. However, just like with stock markets, cryptocurrencies fluctuate because it is influenced by constant media hype, basic supply and demand laws, investor sentiments, and government regulations. These factors work together to add to Boson Protocol's price volatility.

Boson Protocol Crypto Coin Risk Measures

Most traded cryptocurrencies are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or coin-specific or project-specific) risk. Unsystematic risk is the risk that events specific to Boson Protocol project will adversely affect the coin's price. This type of risk can be diversified away by owning several different digital assets on different exchanges whose coin prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Boson Protocol's price will be affected by overall cryptocurrency market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Boson crypto's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 90 days trading horizon the coefficient of variation of Boson Protocol is -1865.6. The daily returns are distributed with a variance of 45.45 and standard deviation of 6.74. The mean deviation of Boson Protocol is currently at 3.99. For similar time horizon, the selected benchmark (DOW) has volatility of 1.
α
Alpha over DOW
-0.3
β
Beta against DOW0.12
σ
Overall volatility
6.74
Ir
Information ratio -0.05

Boson Protocol Crypto Coin Return Volatility

Boson Protocol historical daily return volatility represents how much of Boson Protocol crypto's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. Keep in mind that cryptocurrencies such as Boson Protocol have only been around for a short time and are still in the price discovery phase. This means that prices will continue to change as investors and governments work through the initial concerns until prices stabilize, provided a stable point can be reached. Boson Protocol accepts 6.7418% volatility on return distribution over the 90 days horizon. By contrast, DOW inherits 1.398% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Boson Protocol Volatility

Volatility is a rate at which the price of Boson Protocol or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Boson Protocol may increase or decrease. In other words, similar to Boson's beta indicator, it measures the risk of Boson Protocol and helps estimate the fluctuations that may happen in a short period of time. So if prices of Boson Protocol fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.

Boson Protocol Investment Opportunity

Boson Protocol has a volatility of 6.74 and is 4.81 times more volatile than DOW. 58  of all equities and portfolios are less risky than Boson Protocol. Compared to the overall equity markets, volatility of historical daily returns of Boson Protocol is higher than 58 () of all global equities and portfolios over the last 90 days. Use Boson Protocol to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The crypto coin experiences a very speculative upward sentiment. Check odds of Boson Protocol to be traded at $0.171 in 90 days.

Significant diversification

The correlation between Boson Protocol and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Boson Protocol and DJI in the same portfolio, assuming nothing else is changed. Please note that Boson Protocol is a digital instrument and cryptocurrency exchanges were notoriously volatile since the beginning of their establishment.

Boson Protocol Additional Risk Indicators

The analysis of Boson Protocol's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Boson Protocol's investment and either accepting that risk or mitigating it. Along with some common measures of Boson Protocol crypto coin's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential crypto coins, we recommend comparing similar cryptos with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Boson Protocol Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Boson Protocol as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Boson Protocol's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Boson Protocol's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Boson Protocol.
Continue to Trending Equities. You can also try Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

Other Tools for Boson Crypto Coin

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