COCOS BCX Volatility

COCOS
  

USD 0.60  0.01  1.64%   

COCOS BCX is abnormally risky given 3 months investment horizon. COCOS BCX retains Efficiency (Sharpe Ratio) of 0.38, which signifies that digital coin had 0.38% of return per unit of risk over the last 3 months. Our philosophy in foreseeing the volatility of a crypto is to use COCOS BCX market data together with coin specific technical indicators. We were able to break down and interpolate data for twenty different technical indicators, which can help you to evaluate if expected returns of 140.9% are justified by taking the suggested risk. Use COCOS BCX standard deviation of 40874.16, and Market Risk Adjusted Performance of 177.39 to evaluate coin specific risk that cannot be diversified away.
  
COCOS BCX 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 COCOS daily returns, and it is calculated using variance and standard deviation. We also use COCOS's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of COCOS BCX volatility.

30 Days Market Risk

Abnormally risky

Chance of Distress

Below Average

30 Days Economic Sensitivity

Hyperactively responds to market trends
Since volatility provides cryptocurrency investors with entry points to take advantage of coin prices, investors in projects such as COCOS BCX can benefit from it. Downward market volatility can be a perfect environment for traders who play the long game. Here, they may buy additional COCOS BCX shares at lower prices. For example, an investor can purchase COCOS 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 COCOS BCX'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 COCOS to generate better long-term returns.

COCOS BCX Market Sensitivity And Downside Risk

COCOS BCX's beta coefficient measures the volatility of COCOS 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 COCOS crypto coin's returns against your selected market. In other words, COCOS BCX's beta of 95.0 provides an investor with an approximation of how much risk COCOS BCX crypto coin can potentially add to one of your existing portfolios.
COCOS BCX is showing large volatility of returns over the selected time horizon. We encourage all cryptocurrency investors to investigate this coin further to make sure related market timing strategies are aligned with all the expectations about COCOS BCX implied risk. 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 COCOS BCX. 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 COCOS 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 COCOS BCX'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 COCOS BCX'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 COCOS BCX Demand Trend
Check current 90 days COCOS BCX correlation with market (DOW)

COCOS Beta

    
  95.0  
COCOS 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

    
  370.92  
It is essential to understand the difference between upside risk (as represented by COCOS BCX's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of COCOS BCX's daily returns or price. Since the actual investment returns on holding a position in cocos 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 COCOS BCX.

COCOS BCX Crypto Coin Volatility Analysis

Volatility refers to the frequency at which COCOS BCX crypto price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with COCOS BCX's price changes. Investors will then calculate the volatility of COCOS BCX'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 COCOS BCX's volatility:

Historical Volatility

This type of crypto volatility measures COCOS BCX's fluctuations based on previous trends. It's commonly used to predict COCOS BCX'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 COCOS BCX'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 COCOS BCX'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 COCOS BCX price series.
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COCOS BCX Projected Return Density Against Market

Assuming the 90 days trading horizon the crypto coin has the beta coefficient of 95.0 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, COCOS BCX will likely underperform.
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 COCOS BCX 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 COCOS BCX'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 COCOS 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 an alpha of 16862.3896, implying that it can generate a 16862.39 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
COCOS BCX's volatility of a cryptocurrency is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how cocos crypto coin's price will differ from the historical average after some time. There is a big difference when you buy COCOS BCX 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 COCOS BCX's price volatility.

COCOS BCX 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 COCOS BCX 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 COCOS BCX'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 COCOS 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 COCOS BCX is 263.24. The daily returns are distributed with a variance of 137580.42 and standard deviation of 370.92. The mean deviation of COCOS BCX is currently at 264.34. For similar time horizon, the selected benchmark (DOW) has volatility of 1.
α
Alpha over DOW
16,862
β
Beta against DOW95.00
σ
Overall volatility
370.92
Ir
Information ratio 0.41

COCOS BCX Crypto Coin Return Volatility

COCOS BCX historical daily return volatility represents how much of COCOS BCX 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 COCOS BCX 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. COCOS BCX accepts 370.9183% volatility on return distribution over the 90 days horizon. By contrast, DOW inherits 1.1442% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About COCOS BCX Volatility

Volatility is a rate at which the price of COCOS BCX 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 COCOS BCX may increase or decrease. In other words, similar to COCOS's beta indicator, it measures the risk of COCOS BCX and helps estimate the fluctuations that may happen in a short period of time. So if prices of COCOS BCX 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.

COCOS BCX Investment Opportunity

COCOS BCX has a volatility of 370.92 and is 325.37 times more volatile than DOW. 96  of all equities and portfolios are less risky than COCOS BCX. Compared to the overall equity markets, volatility of historical daily returns of COCOS BCX is higher than 96 () of all global equities and portfolios over the last 90 days. Use COCOS BCX to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The crypto coin experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of COCOS BCX to be traded at $0.582 in 90 days.

Average diversification

The correlation between COCOS BCX and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding COCOS BCX and DJI in the same portfolio, assuming nothing else is changed. Please note that COCOS BCX is a digital instrument and cryptocurrency exchanges were notoriously volatile since the beginning of their establishment.

COCOS BCX Additional Risk Indicators

The analysis of COCOS BCX'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 COCOS BCX's investment and either accepting that risk or mitigating it. Along with some common measures of COCOS BCX 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.

COCOS BCX 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 COCOS BCX 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. COCOS BCX'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, COCOS BCX'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 COCOS BCX.
Continue to Trending Equities. You can also try Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

Other Tools for COCOS Crypto Coin

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