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Advent Technologies Holdings Inc

ADNWW
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0.003USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.68
VaR
+15.38%
240-Day Maximum Drawdown
+88.35%
240-Day Volatility
+384.02%

Return

Best Daily Return
60 days
+90.48%
120 days
+90.48%
5 years
+233.13%
Worst Daily Return
60 days
-73.15%
120 days
-73.15%
5 years
-73.15%
Sharpe Ratio
60 days
+0.74
120 days
+0.09
5 years
+0.04

Risk Assessment

Maximum Drawdown
240 days
+88.35%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.91
3 years
-0.33
5 years
-0.20
Skewness
240 days
+1.21
3 years
+1.12
5 years
+6.32

Volatility

Realised Volatility
240 days
+384.02%
5 years
--
Standardised True Range
240 days
+98.12%
5 years
+2316.14%
Downside Risk-Adjusted Return
120 days
+12.73%
240 days
+12.73%
Maximum Daily Upside Volatility
60 days
+1601.80%
Maximum Daily Downside Volatility
60 days
+201.17%

Liquidity

Average Turnover Rate
60 days
+0.08%
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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