IOTA Performance
| MIOTA Crypto | USD 0.19 0.01 5.56% |
The crypto retains a Market Volatility (i.e., Beta) of -0.88, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning IOTA are expected to decrease slowly. On the other hand, during market turmoil, IOTA is expected to outperform it slightly.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days IOTA 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 April 2025. The latest tumult may also be a sign of longer-term up-swing for IOTA shareholders. ...more
1 | Better Cryptocurrency to Invest 10,000 In Right Now Bitcoin or XRP - The Motley Fool | 02/12/2025 |
IOTA |
IOTA Relative Risk vs. Return Landscape
If you would invest 30.00 in IOTA on December 18, 2024 and sell it today you would lose (11.00) from holding IOTA or give up 36.67% of portfolio value over 90 days. IOTA is generating negative expected returns and assumes 6.6085% volatility on return distribution over the 90 days horizon. Simply put, 58% of crypto coins are less volatile than IOTA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IOTA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IOTA's investment risk. Standard deviation is the most common way to measure market volatility of crypto coins, such as IOTA, and traders can use it to determine the average amount a IOTA'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 = -0.0766
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MIOTA |
Estimated Market Risk
| 6.61 actual daily | 58 58% of assets are less volatile |
Expected Return
| -0.51 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IOTA 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 IOTA by adding IOTA to a well-diversified portfolio.
About IOTA Performance
By analyzing IOTA's fundamental ratios, stakeholders can gain valuable insights into IOTA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IOTA 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 IOTA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
IOTA is peer-to-peer digital currency powered by the Blockchain technology.| IOTA generated a negative expected return over the last 90 days | |
| IOTA has high historical volatility and very poor performance | |
| IOTA has some characteristics of a very speculative cryptocurrency |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in IOTA. Also, note that the market value of any cryptocurrency could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.