Riferimento
Definizioni delle metriche
Ogni dato pubblicato da questo sito è definito qui una volta sola: cosa misura, su quale periodo, da quale fonte, e in quali modi specifici può trarre in inganno. Nulla viene visualizzato su questo sito senza una voce corrispondente in questa pagina.
| Cifra | Gruppo | Periodo di validità | In una frase |
|---|---|---|---|
| 30-Day Annualized Volatility | Risk | annualized from trailing 30 days | How much the price has swung day to day over the last month, scaled to an annual percentage. |
| 90-Day Annualized Volatility | Risk | annualized from trailing 90 days | How much the price has swung day to day over the last quarter, scaled to an annual percentage. |
| Downside Deviation | Risk | annualized from trailing 90 days | Volatility measured only from days when the asset lost value, scaled to an annual percentage. |
| Maximum Drawdown | Risk | since inception or the selected window | The largest peak-to-trough percentage decline the asset has ever recorded. |
| Current Drawdown | Risk | point-in-time against running maximum | How far the current price sits beneath the highest price reached so far in the measured window. |
| Drawdown Duration | Risk | current episode | Number of days since the asset last set a new high in the measured price series. |
| Beta to Bitcoin | Risk | trailing 90 days of daily returns | How much the asset has typically moved when bitcoin moved one percent, over recent history. |
| Correlation to Bitcoin | Risk | trailing 90 days of daily returns | How closely the asset's daily moves have tracked bitcoin's, on a scale from minus one to one. |
| Return-to-Volatility Ratio (Sharpe-Style) | Risk | trailing 1 year | Trailing return divided by trailing volatility, a rough measure of movement relative to result. |
| Deviation from peg | Risk | point-in-time | How far this stablecoin's market price sits from the value it targets, in hundredths of a percent. |
Ci sono anche 8 Cifre che un lettore potrebbe aspettarsi e che deliberatamente non pubblichiamo, perché nessuna delle fonti che utilizziamo le fornisce in una forma che potremmo avvalorare.
L'elenco, con la motivazione per ciascuno →