tradingkey.logo
tradingkey.logo
Search

ALLETE Inc

ALE
Add to Watchlist
67.900USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
3.94BMarket Cap
23.73P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.80
VaR
+1.90%
240-Day Maximum Drawdown
+6.02%
240-Day Volatility
+7.10%

Return

Best Daily Return
60 days
+2.50%
120 days
+2.77%
5 years
+8.02%
Worst Daily Return
60 days
-0.21%
120 days
-1.17%
5 years
-4.72%
Sharpe Ratio
60 days
+4.03
120 days
+1.74
5 years
+0.38

Risk Assessment

Maximum Drawdown
240 days
+6.02%
3 years
+23.16%
5 years
+33.59%
Return-to-Drawdown Ratio
240 days
+0.89
3 years
+0.14
5 years
+0.04
Skewness
240 days
+2.15
3 years
+1.35
5 years
+0.55

Volatility

Realised Volatility
240 days
+7.10%
5 years
+19.69%
Standardised True Range
240 days
+0.51%
5 years
+1.46%
Downside Risk-Adjusted Return
120 days
+348.00%
240 days
+348.00%
Maximum Daily Upside Volatility
60 days
+6.16%
Maximum Daily Downside Volatility
60 days
+2.35%

Liquidity

Average Turnover Rate
60 days
+0.99%
120 days
+0.80%
5 years
--
Turnover Deviation
20 days
+60.31%
60 days
+46.79%
120 days
+19.09%
KeyAI