Jan 2021Jul 2021Jan 2022Jul 2022Jan 2023Jul 2023Jan 2024Jul 2024Jan 2025Jul 20250.10.20.5125102050100200−101234
Close PriceTWAPTWAP Risk ScoreAXS Price and TWAP AnalysisDatePrice (USD)TWAP Risk Score

Description

This plot shows the price of AXS and its Time Weighted Average Price (TWAP) over time. The TWAP is a measure used to calculate the average price of an asset over a specific time period. It is particularly useful for traders looking to execute large orders without significantly impacting the market price.

The TWAP Risk Score is calculated based on the proportional difference between the current price and the TWAP price. If the current price is below the TWAP price, the risk score is 0. The normalized scale is based on the positive difference.

Example: If the current price of AXS is higher than its TWAP, the risk score indicates how much higher it is relative to the maximum observed difference. This can help traders assess the potential risk of buying or selling at the current price.