LINK Market Value
| LINK Crypto | USD 18.25 1.42 7.22% |
| Symbol | LINK |
LINK '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 LINK'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 LINK.
| 08/04/2023 |
| 07/24/2025 |
If you would invest 0.00 in LINK on August 4, 2023 and sell it all today you would earn a total of 0.00 from holding LINK or generate 0.0% return on investment in LINK over 720 days. LINK is related to or competes with CRO, XMR, FTT, XLM, BNB, LEO, and DOT. Chainlink is peer-to-peer digital currency powered by the Blockchain technology.
LINK 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 LINK'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 LINK upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.74 | |||
| Information Ratio | 0.0394 | |||
| Maximum Drawdown | 22.55 | |||
| Value At Risk | (6.86) | |||
| Potential Upside | 8.18 |
LINK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LINK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LINK's standard deviation. In reality, there are many statistical measures that can use LINK historical prices to predict the future LINK's volatility.| Risk Adjusted Performance | 0.0849 | |||
| Jensen Alpha | 0.3976 | |||
| Total Risk Alpha | (0.68) | |||
| Sortino Ratio | 0.0486 | |||
| Treynor Ratio | (7.83) |
LINK Backtested Returns
LINK appears to be very risky, given 3 months investment horizon. LINK has Sharpe Ratio of 0.091, which conveys that digital coin had a 0.091 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for LINK, which you can use to evaluate the volatility of coin. Please exercise LINK's risk adjusted performance of 0.0849, and Mean Deviation of 3.46 to check out if our risk estimates are consistent with your expectations. The crypto secures a Beta (Market Risk) of -0.0495, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning LINK are expected to decrease at a much lower rate. During the bear market, LINK is likely to outperform the market.
Auto-correlation | 0.52 |
Modest predictability
LINK has modest predictability. Overlapping area represents the amount of predictability between LINK time series from 4th of August 2023 to 29th of July 2024 and 29th of July 2024 to 24th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LINK price movement. The serial correlation of 0.52 indicates that about 52.0% of current LINK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 20.41 |
LINK lagged returns against current returns
Autocorrelation, which is LINK 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 LINK's crypto coin expected returns. We can calculate the autocorrelation of LINK returns to help us make a trade decision. For example, suppose you find that LINK has exhibited high autocorrelation historically, and you observe that the crypto coin is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
LINK 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 LINK crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LINK crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LINK crypto coin over time.
Current vs Lagged Prices |
| Timeline |
LINK Lagged Returns
When evaluating LINK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LINK crypto coin have on its future price. LINK 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, LINK autocorrelation shows the relationship between LINK crypto coin current value and its past values and can show if there is a momentum factor associated with investing in LINK.
Regressed Prices |
| Timeline |
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Check out LINK Correlation, LINK Volatility and Investing Opportunities module to complement your research on LINK. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
LINK technical crypto coin analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, crypto market cycles, or different charting patterns.