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Ads-Tec Energy PLC

ADSE
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11.100USD
-0.300-2.63%
Close 06/22, 16:00ETQuotes delayed by 15 min
670.84MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.34
VaR
+5.31%
240-Day Maximum Drawdown
+35.36%
240-Day Volatility
+81.35%

Return

Best Daily Return
60 days
+7.61%
120 days
+7.91%
5 years
+20.48%
Worst Daily Return
60 days
-7.24%
120 days
-9.03%
5 years
-23.55%
Sharpe Ratio
60 days
+0.64
120 days
-0.06
5 years
+0.35

Risk Assessment

Maximum Drawdown
240 days
+35.36%
3 years
+48.15%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.03
3 years
+0.58
5 years
+0.03
Skewness
240 days
+0.14
3 years
+0.07
5 years
+0.36

Volatility

Realised Volatility
240 days
+81.35%
5 years
--
Standardised True Range
240 days
+6.26%
5 years
+4.96%
Downside Risk-Adjusted Return
120 days
-9.26%
240 days
-9.26%
Maximum Daily Upside Volatility
60 days
+35.27%
Maximum Daily Downside Volatility
60 days
+56.93%

Liquidity

Average Turnover Rate
60 days
+0.01%
120 days
+0.02%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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