MONA Performance
| MONA Crypto | USD 0.24 0.01 4.00% |
The crypto secures a Beta (Market Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MONA's returns are expected to increase less than the market. However, during the bear market, the loss of holding MONA is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days MONA 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 MONA shareholders. ...more
1 | Coinbase urges US regulators to clear path for banks to offer crypto services - Reuters | 02/04/2025 |
MONA |
MONA Relative Risk vs. Return Landscape
If you would invest 32.00 in MONA on November 27, 2024 and sell it today you would lose (8.00) from holding MONA or give up 25.0% of portfolio value over 90 days. MONA is generating negative expected returns and assumes 4.2813% volatility on return distribution over the 90 days horizon. Simply put, 38% of crypto coins are less volatile than MONA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MONA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MONA's investment risk. Standard deviation is the most common way to measure market volatility of crypto coins, such as MONA, and traders can use it to determine the average amount a MONA'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 = -0.0852
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MONA |
Estimated Market Risk
| 4.28 actual daily | 38 62% of assets are more volatile |
Expected Return
| -0.36 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MONA 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 MONA by adding MONA to a well-diversified portfolio.
About MONA Performance
By analyzing MONA's fundamental ratios, stakeholders can gain valuable insights into MONA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MONA 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 MONA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
MONA is peer-to-peer digital currency powered by the Blockchain technology.| MONA generated a negative expected return over the last 90 days | |
| MONA has some characteristics of a very speculative cryptocurrency | |
| MONA has high historical volatility and very poor performance | |
| Latest headline from news.google.com: Coinbase urges US regulators to clear path for banks to offer crypto services - Reuters |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MONA. 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 Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.