Bitstamp Bitcoin (in USD) Performance

BITSTAMBTC -- Cryptlandia Crypto  

USD 3,596  295.54  7.59%

The organization shows Beta (market volatility) of 0.0255 which signifies that as returns on market increase, Bitstamp Bitcoin returns are expected to increase less than the market. However during bear market, the loss on holding Bitstamp Bitcoin will be expected to be smaller as well. Although it is extremely important to respect Bitstamp Bitcoin USD historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any crypto is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Bitstamp Bitcoin USD technical indicators you can presently evaluate if the expected return of 0.097% will be sustainable into the future.
Horizon     30 Days    Login   to change

Bitstamp Bitcoin USD Relative Risk vs. Return Landscape

If you would invest  381,489  in Bitstamp Bitcoin USD on January 20, 2019 and sell it today you would earn a total of  7,656  from holding Bitstamp Bitcoin USD or generate 2.01% return on investment over 30 days. Bitstamp Bitcoin USD is generating 0.097% of daily returns and assumes 3.0302% volatility on return distribution over the 30 days horizon. Simply put, 27% of equities are less volatile than Bitstamp Bitcoin and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Bitstamp Bitcoin is expected to generate 4.25 times less return on investment than the market. In addition to that, the company is 1.61 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.22 per unit of volatility.

Bitstamp Bitcoin Market Risk Analysis

Sharpe Ratio = 0.032
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Bitstamp Bitcoin Relative Performance Indicators

Estimated Market Risk
 3.03
  actual daily
 
 27 %
of total potential
 
27
Expected Return
 0.1
  actual daily
 
 1 %
of total potential
 
1
Risk-Adjusted Return
 0.03
  actual daily
 
 2 %
of total potential
 
2
Based on monthly moving average Bitstamp Bitcoin is performing at about 2% 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 Bitstamp Bitcoin by adding it to a well-diversified portfolio.

Bitstamp Bitcoin Performance Rating

Bitstamp Bitcoin USD Risk Adjusted Performance Analysis

2

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Bitstamp Bitcoin USD are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days.

Bitstamp Bitcoin Alerts

Equity Alerts and Improvement Suggestions

Bitstamp Bitcoin USD is not yet fully synchronised with the market data
Bitstamp Bitcoin USD has very high historical volatility over the last 30 days
Check also Trending Equities. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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