Alephim Volatility

ALEPH
  

USD 0.26  0.00  0.00%   

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 13.84% are justified by taking the suggested risk. Use Alephim risk adjusted performance of (0.11), and Mean Deviation of 1.08 to evaluate coin specific risk that cannot be diversified away.
  
Alephim 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 Alephim daily returns, and it is calculated using variance and standard deviation. We also use Alephim's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Alephim volatility.

30 Days Market Risk

Abnormally risky

Chance of Distress

Below Average

30 Days Economic Sensitivity

Moves indifferently to market moves
Since volatility provides cryptocurrency investors with entry points to take advantage of coin prices, projects, such as Alephim can benefit from it. Downward market volatility can be a perfect environment for traders who play the long game. Here, they may decide to buy additional shares of Alephim at lower prices. For example, an investor can purchase Alephim 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 Alephim's crypto rises, investors can sell out and invest the proceeds in other coins with better opportunities. Investing when markets are volatile with better valuations will accord both investors and defi or crypto projects the opportunity to generate better long-term returns.

Alephim Market Sensitivity And Downside Risk

Alephim's beta coefficient measures the volatility of Alephim 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 Alephim crypto coin's returns against your selected market. In other words, Alephim's beta of -0.0113 provides an investor with an approximation of how much risk Alephim crypto coin can potentially add to one of your existing portfolios.
Alephim exhibits very low volatility with skewness of -3.2 and kurtosis of 19.4. However, we advise investors to further study Alephim technical indicators to make sure all market info is available and is reliable. Alephim is a potential penny crypto. Although Alephim may be in fact a good instrument to invest, many penny crypto coins are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Alephim. We encourage investors to look for the signals such us email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Alephim instrument if you perfectly time your entry and exit. However, remember that penny stocks that have been the subject of an artificial hype usually unable to maintain its increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze Alephim Demand Trend
Check current 90 days Alephim correlation with market (DOW)

Alephim Beta

    
  -0.0113  
Alephim 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

    
  125.87  
It is essential to understand the difference between upside risk (as represented by Alephim's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Alephim stock's daily returns or price. Since the actual investment returns on holding a position in Alephim stock 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 Alephim.

Alephim Crypto Coin Volatility Analysis

Volatility refers to the frequency at which Alephim stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Alephim's price changes. Investors will then calculate the volatility of Alephim's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock 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 Alephim's volatility:

Historical Volatility

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

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Alephim's current market price. This means that the stock will return to its initially predicted market price.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Alephim Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
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Alephim Projected Return Density Against Market

Assuming the 90 days trading horizon Alephim has a beta of -0.0113 . This suggests as returns on benchmark increase, returns on holding Alephim are expected to decrease at a much lower rate. During the bear market, however, Alephim is likely to outperform the market.
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Alephim or Blockchain sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Alephim stock's price will be affected by overall stock 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 Alephim stock'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. Alephim is significantly underperforming DOW.
   Predicted Return Density   
       Returns  
Alephim's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Alephim stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Company's Stock Price Volatility?

Several factors can influence a company's stock volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Alephim Crypto Coin Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Alephim or Blockchain sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Alephim stock's price will be affected by overall stock 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 Alephim stock'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 Alephim is 909.3. The daily returns are distributed with a variance of 15842.88 and standard deviation of 125.87. The mean deviation of Alephim is currently at 30.82. For similar time horizon, the selected benchmark (DOW) has volatility of 1.31
α
Alpha over DOW
-0.22
β
Beta against DOW-0.01
σ
Overall volatility
125.87
Ir
Information ratio -0.07

Alephim Crypto Coin Return Volatility

Alephim historical daily return volatility represents how much Alephim stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. Alephim accepts 125.8685% volatility on return distribution over the 90 days horizon. By contrast, DOW inherits 1.2698% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Alephim Volatility

Volatility is a rate at which the price of Alephim 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 Alephim may increase or decrease. In other words, similar to Alephim's beta indicator, it measures the risk of Alephim and helps estimate the fluctuations that may happen in a short period of time. So if prices of Alephim 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.
Aleph.im is peer-to-peer digital currency powered by the Blockchain technology. Aleph.im was built for Decentralized Finance, dedicated to providing secure storage and computing to dApps on all blockchains.Aleph.im messages signed using any of the underlying chain addresses are accepted instantly on the network. Those messages can come from a wide source range, including IoT devices, decentralized applications and trusted data providers .Aleph claims crosschain compatibility with Ethereum, Polkadot, Cosmos, Solana, Avalanche and the Binance Smart Chain

Alephim Investment Opportunity

Alephim has a volatility of 125.87 and is 99.11 times more volatile than DOW. 96  of all equities and portfolios are less risky than Alephim. Compared to the overall equity markets, volatility of historical daily returns of Alephim is higher than 96 () of all global equities and portfolios over the last 90 days.
Use Alephim to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The crypto coin experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Alephim to be traded at $0.2574 in 90 days. .

Good diversification

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

Alephim Additional Risk Indicators

The analysis of Alephim'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 Alephim's investment and either accepting that risk or mitigating it. Along with some common measures of Alephim stock 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.
Risk Adjusted Performance(0.11)
Market Risk Adjusted Performance19.6
Mean Deviation1.08
Coefficient Of Variation(1,159)
Standard Deviation2.45
Variance6.0
Information Ratio(0.07)
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Alephim 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.
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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 Alephim 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. Alephim'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, Alephim'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 Alephim.
Please continue to Trending Equities. 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 Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

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.
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