Alephim Market Value

ALEPH
  

USD 0.26  0.002  0.76%   

Alephim's market value is the price at which a share of Alephim stock trades on a public exchange. It measures the collective expectations of Alephim investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Alephim and determine expected loss or profit from investing in Alephim over a given investment horizon. Please continue to Bitcoin Browser, Alephim Correlation, Portfolio Optimization, Alephim Volatility, as well as analyze Investing Opportunities and Alephim Performance.
Symbol
Backtest


Please note, there is a significant difference between Alephim's value and its price as these two are different measures arrived at by different means. Investors typically determine Alephim value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alephim's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Alephim '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 Alephim'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 Alephim.
0.00
07/07/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
06/27/2022
0.00
If you would invest  0.00  in Alephim on July 7, 2020 and sell it all today you would earn a total of 0.00 from holding Alephim or generate 0.0% return on investment in Alephim over 720 days. Alephim is related to or competes with XRP, Solana, Polkadot, FTX Token, Avalanche, Chainlink, and Dai. Aleph.im is peer-to-peer digital currency powered by the Blockchain technologyMore

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

Alephim Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Alephim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alephim's standard deviation. In reality, there are many statistical measures that can use Alephim historical prices to predict the future Alephim's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Alephim'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 Alephim in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.010.2663.26
Details
Intrinsic
Valuation
LowReal ValueHigh
0.010.1763.17
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Alephim. Your research has to be compared to or analyzed against Alephim's peers to derive any actionable benefits. When done correctly, Alephim'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 Alephim.

Alephim Backtested Returns

Alephim is abnormally risky given 3 months investment horizon. Alephim secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that digital coin had 0.11% of return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing the volatility of a crypto is to use Alephim market data together with coin specific technical indicators. We were able to interpolate data for twenty-one different technical indicators, which can help you to evaluate if expected returns of 13.32% are justified by taking the suggested risk. Use Alephim risk adjusted performance of (0.23), and Mean Deviation of 1.76 to evaluate coin specific risk that cannot be diversified away.
The crypto shows a Beta (market volatility) of -0.0633, which signifies not very significant fluctuations relative to the market. Let's try to break down what Alephim's beta means in this case. As returns on the market increase, returns on owning Alephim are expected to decrease at a much lower rate. During the bear market, Alephim is likely to outperform the market. Although it is essential to pay attention to Alephim historical returns, it is also good to be reasonable about what you can do with equity current trending patterns. Our philosophy in foreseeing future potential of any crypto is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Alephim expected return of 13.32 will be sustainable into the future, we have found twenty-one different technical indicators, which can help you to check if the expected returns are sustainable.

Auto-correlation

    
  0.00  

No correlation between past and present

Alephim has no correlation between past and present. Overlapping area represents the amount of predictability between Alephim time series from 7th of July 2020 to 2nd of July 2021 and 2nd of July 2021 to 27th of June 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 Alephim price movement. The serial correlation of 0.0 indicates that just 0.0% of current Alephim price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.0
Residual Average0.0
Price Variance0.0

Alephim lagged returns against current returns

Autocorrelation, which is Alephim 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 Alephim's crypto coin expected returns. We can calculate the autocorrelation of Alephim returns to help us make a trade decision. For example, suppose you find that Alephim 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 
Share
      Timeline 

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

Alephim Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Alephim without increasing your portfolio risk or giving up 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.

Did you try this?

Run Portfolio Anywhere Now

   

Portfolio Anywhere

Track or share privately all of your investments from the convenience of any device
All  Next Launch Module

Pair Trading with Alephim

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Alephim position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Alephim will appreciate offsetting losses from the drop in the long position's value.

Alephim Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Alephim could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Alephim when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Alephim - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Alephim to buy it.
The correlation of Alephim is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Alephim moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alephim moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Alephim can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Bitcoin Browser, Alephim Correlation, Portfolio Optimization, Alephim Volatility, as well as analyze Investing Opportunities and Alephim Performance. Note that the Alephim information on this page should be used as a complementary analysis to other Alephim's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

Other Tools for Alephim Crypto Coin

When running Alephim price analysis, check to measure Alephim's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alephim is operating at the current time. Most of Alephim's value examination focuses on studying past and present price action to predict the probability of Alephim's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Alephim's price. Additionally, you may evaluate how the addition of Alephim to your portfolios can decrease your overall portfolio volatility.
CEO Directory
Screen CEOs from public companies around the world
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go