BitMart Token Volatility

BMX
 Crypto
  

USD 0.23  0.02  9.52%   

BitMart Token appears to be unusually risky, given 3 months investment horizon. BitMart Token secures Sharpe Ratio (or Efficiency) of 0.0686, which signifies that digital coin had 0.0686% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a crypto is to use all available market data together with crypto-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for BitMart Token, which you can use to evaluate the future volatility of coin. Please makes use of BitMart Token's Risk Adjusted Performance of 0.06, mean deviation of 4.88, and Downside Deviation of 10.49 to double-check if our risk estimates are consistent with your expectations.
  
BitMart Token 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 BitMart daily returns, and it is calculated using variance and standard deviation. We also use BitMart's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of BitMart Token volatility.

30 Days Market Risk

Unusually risky

Chance of Distress

30 Days Economic Sensitivity

Almost mirrors the market
Since volatility provides cryptocurrency investors with entry points to take advantage of coin prices, projects, such as BitMart Token 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 BitMart Token at lower prices. For example, an investor can purchase BitMart 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 BitMart Token'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.

BitMart Token Market Sensitivity And Downside Risk

BitMart Token's beta coefficient measures the volatility of BitMart 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 BitMart crypto coin's returns against your selected market. In other words, BitMart Token's beta of 1.01 provides an investor with an approximation of how much risk BitMart Token crypto coin can potentially add to one of your existing portfolios.
BitMart Token is showing large volatility of returns over the selected time horizon. We encourage all investors to investigate this asset further to make sure related market timing strategies are aligned with all the expectations about BitMart Token implied risk. BitMart Token is a potential penny crypto. Although BitMart Token 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 BitMart Token. 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 BitMart 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 BitMart Token Demand Trend
Check current 90 days BitMart Token correlation with market (DOW)

BitMart Beta

    
  1.01  
BitMart 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

    
  6.07  
It is essential to understand the difference between upside risk (as represented by BitMart Token's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of BitMart Token stock's daily returns or price. Since the actual investment returns on holding a position in BitMart Token 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 BitMart Token.

BitMart Token Crypto Coin Volatility Analysis

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

Historical Volatility

This type of stock volatility measures BitMart Token's fluctuations based on previous trends. It's commonly used to predict BitMart Token'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 BitMart Token'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. BitMart Token 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.
.

BitMart Token Projected Return Density Against Market

Assuming the 90 days trading horizon the crypto coin has the beta coefficient of 1.0083 suggesting BitMart Token market returns are sensitive to returns on the market. As the market goes up or down, BitMart Token is expected to follow.
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 BitMart Token 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 BitMart Token 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 BitMart 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 an alpha of 0.2744, implying that it can generate a 0.27 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
BitMart Token's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how BitMart Token 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.

BitMart Token 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 BitMart Token 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 BitMart Token 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 BitMart 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 BitMart Token is 1457.71. The daily returns are distributed with a variance of 36.86 and standard deviation of 6.07. The mean deviation of BitMart Token is currently at 4.16. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24
α
Alpha over DOW
0.27
β
Beta against DOW1.01
σ
Overall volatility
6.07
Ir
Information ratio 0.0342

BitMart Token Crypto Coin Return Volatility

BitMart Token historical daily return volatility represents how much BitMart Token stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. BitMart Token assumes 6.0712% volatility of returns over the 90 days investment horizon. By contrast, DOW inherits 1.2724% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About BitMart Token Volatility

Volatility is a rate at which the price of BitMart Token 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 BitMart Token may increase or decrease. In other words, similar to BitMart's beta indicator, it measures the risk of BitMart Token and helps estimate the fluctuations that may happen in a short period of time. So if prices of BitMart Token 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.
BitMart Token is peer-to-peer digital currency powered by the Blockchain technology. BMX is an ERC20 based token issued by BitMart exchange. When users conduct trading on BitMart, they will get a discount on the trading fee if they have BMX, no matter what token they trade.Telegram Reddit Medium LinkedIn Facebook

BitMart Token Investment Opportunity

BitMart Token has a volatility of 6.07 and is 4.78 times more volatile than DOW. 52  of all equities and portfolios are less risky than BitMart Token. Compared to the overall equity markets, volatility of historical daily returns of BitMart Token is higher than 52 () of all global equities and portfolios over the last 90 days.
Use BitMart Token to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The crypto coin experiences a very speculative upward sentiment. Check odds of BitMart Token to be traded at $0.2875 in 90 days. .

Average diversification

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

BitMart Token Additional Risk Indicators

The analysis of BitMart Token'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 BitMart Token's investment and either accepting that risk or mitigating it. Along with some common measures of BitMart Token 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 Performance0.06
Market Risk Adjusted Performance0.3302
Mean Deviation4.88
Semi Deviation6.61
Downside Deviation10.49
Coefficient Of Variation2414.31
Standard Deviation8.04
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.

BitMart Token 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 BitMart Token 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. BitMart Token'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, BitMart Token'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 BitMart Token.
Continue to Trending Equities. Note that the BitMart Token information on this page should be used as a complementary analysis to other BitMart Token'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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

Other Tools for BitMart Crypto Coin

When running BitMart Token price analysis, check to measure BitMart Token'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 BitMart Token is operating at the current time. Most of BitMart Token's value examination focuses on studying past and present price action to predict the probability of BitMart Token's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move BitMart Token's price. Additionally, you may evaluate how the addition of BitMart Token to your portfolios can decrease your overall portfolio volatility.
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