HPB Performance
| HPB Crypto | USD 0 0 44.07% |
The crypto owns a Beta (Systematic Risk) of 1.84, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, HPB will likely underperform.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days HPB 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 drivers 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 HPB shareholders. ...more
HPB |
HPB Relative Risk vs. Return Landscape
If you would invest 0.54 in HPB on November 28, 2024 and sell it today you would lose (0.17) from holding HPB or give up 30.81% of portfolio value over 90 days. HPB is producing return of less than zero assuming 8.5983% volatility of returns over the 90 days investment horizon. Simply put, 76% of all crypto coins have less volatile historical return distribution than HPB, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
HPB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HPB's investment risk. Standard deviation is the most common way to measure market volatility of crypto coins, such as HPB, and traders can use it to determine the average amount a HPB'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 = -0.0272
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | HPB |
Estimated Market Risk
| 8.6 actual daily | 76 76% of assets are less volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HPB 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 HPB by adding HPB to a well-diversified portfolio.
About HPB Performance
By analyzing HPB's fundamental ratios, stakeholders can gain valuable insights into HPB's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if HPB 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 HPB has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
HPB is peer-to-peer digital currency powered by the Blockchain technology.| HPB generated a negative expected return over the last 90 days | |
| HPB has high historical volatility and very poor performance | |
| HPB has some characteristics of a very speculative cryptocurrency |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in HPB. 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.