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Advent Technologies Holdings Inc

ADN
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0.918USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
966.10KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.68
VaR
+9.25%
240-Day Maximum Drawdown
+87.93%
240-Day Volatility
+169.04%

Return

Best Daily Return
60 days
+59.18%
120 days
+59.18%
5 years
+243.97%
Worst Daily Return
60 days
-66.11%
120 days
-66.11%
5 years
-66.11%
Sharpe Ratio
60 days
+0.05
120 days
-0.53
5 years
-0.21

Risk Assessment

Maximum Drawdown
240 days
+87.93%
3 years
+98.58%
5 years
+99.82%
Return-to-Drawdown Ratio
240 days
-0.99
3 years
-0.33
5 years
-0.20
Skewness
240 days
+0.43
3 years
+1.53
5 years
+11.38

Volatility

Realised Volatility
240 days
+169.04%
5 years
+138.89%
Standardised True Range
240 days
+52.51%
5 years
+679.92%
Downside Risk-Adjusted Return
120 days
-69.62%
240 days
-69.62%
Maximum Daily Upside Volatility
60 days
+255.38%
Maximum Daily Downside Volatility
60 days
+146.18%

Liquidity

Average Turnover Rate
60 days
+36.43%
120 days
+18.90%
5 years
--
Turnover Deviation
20 days
-66.64%
60 days
-88.01%
120 days
-93.78%
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