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Algoma Steel Group Inc

ASTLW
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0.030USD
+0.001+1.67%
Close 07/07, 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
1.55
VaR
+12.80%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+50.00%
120 days
+53.61%
5 years
--
Worst Daily Return
60 days
-33.33%
120 days
-33.33%
5 years
-100.00%
Sharpe Ratio
60 days
-0.14
120 days
+0.36
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.93
3 years
-0.32
5 years
-0.20
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+105.11%
5 years
+353.37%
Downside Risk-Adjusted Return
120 days
+71.70%
240 days
+71.70%
Maximum Daily Upside Volatility
60 days
+334.90%
Maximum Daily Downside Volatility
60 days
+217.69%

Liquidity

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