Methodology

Learn how we calculate the CoinRisqLab 80 Index and its metrics

Index Calculation

Discover how the CoinRisqLab 80 Index is calculated using market capitalization weighting, constituent selection criteria, and the mathematical formula behind the index level.

Volatility Calculation

Understand how we measure risk through volatility calculations, including logarithmic returns, rolling windows, and portfolio-level volatility with covariance matrices.

Risk Metrics

Learn how we calculate VaR, CVaR, Beta, Alpha, SML, Skewness, and Kurtosis to provide a comprehensive risk profile for each cryptocurrency.

Why Transparency Matters

At CoinRisqLab, we believe in full transparency. Our methodology documentation provides complete insights into how our index and metrics are calculated, allowing you to make informed investment decisions.

  • Clear mathematical formulas and calculation steps
  • Detailed constituent selection criteria
  • Real-world examples and use cases
  • Academic references and industry best practices