ARK Performance
| ARK Crypto | USD 0.56 0.06 12.00% |
The crypto shows a Beta (market volatility) of 1.11, which signifies a somewhat significant risk relative to the market. ARK returns are very sensitive to returns on the market. As the market goes up or down, ARK is expected to follow.
Risk-Adjusted Performance
7 of 100
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OK
Compared to the overall equity markets, risk-adjusted returns on investments in ARK are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady forward-looking signals, ARK exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
ARK |
ARK Relative Risk vs. Return Landscape
If you would invest 42.00 in ARK on September 25, 2024 and sell it today you would earn a total of 14.00 from holding ARK or generate 33.33% return on investment over 90 days. ARK is generating 0.7092% of daily returns assuming 7.3455% volatility of returns over the 90 days investment horizon. Simply put, 65% of all crypto coins have less volatile historical return distribution than ARK, and 86% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ARK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARK's investment risk. Standard deviation is the most common way to measure market volatility of crypto coins, such as ARK, and traders can use it to determine the average amount a ARK's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0966
| Best Portfolio | Best Equity | |||
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| Small Returns | ARK | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 7.35 actual daily | 65 65% of assets are less volatile |
Expected Return
| 0.71 actual daily | 14 86% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average ARK is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ARK by adding it to a well-diversified portfolio.
About ARK Performance
By analyzing ARK's fundamental ratios, stakeholders can gain valuable insights into ARK's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ARK has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ARK has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
ARK is peer-to-peer digital currency powered by the Blockchain technology.| ARK is way too risky over 90 days horizon | |
| ARK has some characteristics of a very speculative cryptocurrency | |
| ARK appears to be risky and price may revert if volatility continues |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in ARK. Also, note that the market value of any cryptocurrency could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.