FRM Performance
| FRM Crypto | USD 0.01 0.0007 5.60% |
The crypto shows a Beta (market volatility) of -1.67, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning FRM are expected to decrease by larger amounts. On the other hand, during market turmoil, FRM is expected to outperform it.
Risk-Adjusted Performance
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Over the last 90 days FRM 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 primary indicators remain rather sound which may send shares a bit higher in December 2024. The latest tumult may also be a sign of longer-term up-swing for FRM shareholders. ...more
FRM |
FRM Relative Risk vs. Return Landscape
If you would invest 2.03 in FRM on August 27, 2024 and sell it today you would lose (0.85) from holding FRM or give up 41.87% of portfolio value over 90 days. FRM is producing return of less than zero assuming 10.4985% volatility of returns over the 90 days investment horizon. Simply put, 93% of all crypto coins have less volatile historical return distribution than FRM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FRM Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FRM's investment risk. Standard deviation is the most common way to measure market volatility of crypto coins, such as FRM, and traders can use it to determine the average amount a FRM'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 = -0.0282
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FRM |
Estimated Market Risk
| 10.5 actual daily | 93 93% of assets are less volatile |
Expected Return
| -0.3 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 FRM 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 FRM by adding FRM to a well-diversified portfolio.
About FRM Performance
By analyzing FRM's fundamental ratios, stakeholders can gain valuable insights into FRM's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FRM 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 FRM has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
FRM is peer-to-peer digital currency powered by the Blockchain technology.| FRM generated a negative expected return over the last 90 days | |
| FRM has high historical volatility and very poor performance | |
| FRM has some characteristics of a very speculative cryptocurrency |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in FRM. 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 AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.