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Arqit Quantum Inc

ARQQW
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0.060USD
-0.001-2.33%
Close 07/02, 13:00ETQuotes 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
2.42
VaR
+19.27%
240-Day Maximum Drawdown
+97.09%
240-Day Volatility
+277.08%

Return

Best Daily Return
60 days
+25.37%
120 days
+25.37%
5 years
+153.20%
Worst Daily Return
60 days
-24.48%
120 days
-24.48%
5 years
-57.42%
Sharpe Ratio
60 days
-0.99
120 days
-1.16
5 years
+0.84

Risk Assessment

Maximum Drawdown
240 days
+97.09%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.96
3 years
-0.26
5 years
-0.19
Skewness
240 days
+4.36
3 years
+2.33
5 years
+2.34

Volatility

Realised Volatility
240 days
+277.08%
5 years
--
Standardised True Range
240 days
+114.79%
5 years
+374.01%
Downside Risk-Adjusted Return
120 days
-177.02%
240 days
-177.02%
Maximum Daily Upside Volatility
60 days
+181.57%
Maximum Daily Downside Volatility
60 days
+185.25%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--