Arkham Performance
| ARKM Crypto | USD 0.69 0.02 2.82% |
The crypto shows a Beta (market volatility) of 1.1, which signifies a somewhat significant risk relative to the market. Arkham returns are very sensitive to returns on the market. As the market goes up or down, Arkham is expected to follow.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Arkham has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Crypto's fundamental indicators remain rather sound which may send shares a bit higher in March 2025. The latest tumult may also be a sign of longer-term up-swing for Arkham shareholders. ...more
Arkham |
Arkham Relative Risk vs. Return Landscape
If you would invest 207.00 in Arkham on November 19, 2024 and sell it today you would lose (138.00) from holding Arkham or give up 66.67% of portfolio value over 90 days. Arkham is generating negative expected returns and assumes 7.1353% volatility on return distribution over the 90 days horizon. Simply put, 63% of crypto coins are less volatile than Arkham, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Arkham Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arkham's investment risk. Standard deviation is the most common way to measure market volatility of crypto coins, such as Arkham, and traders can use it to determine the average amount a Arkham'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 = -0.2013
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ARKM |
Estimated Market Risk
| 7.14 actual daily | 63 63% of assets are less volatile |
Expected Return
| -1.44 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Arkham is not performing at its full potential. However, 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 Arkham by adding Arkham to a well-diversified portfolio.
About Arkham Performance
By analyzing Arkham's fundamental ratios, stakeholders can gain valuable insights into Arkham's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Arkham 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 Arkham has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Arkham is peer-to-peer digital currency powered by the Blockchain technology.| Arkham generated a negative expected return over the last 90 days | |
| Arkham has high historical volatility and very poor performance | |
| Arkham has some characteristics of a very speculative cryptocurrency |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Arkham. 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 File Import module to quickly import all of your third-party portfolios from your local drive in csv format.