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Aurora Innovation Inc

AUROW
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0.400USD
-0.040-9.78%
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
2.47
VaR
+14.37%
240-Day Maximum Drawdown
+87.62%
240-Day Volatility
+227.07%

Return

Best Daily Return
60 days
+119.23%
120 days
+119.23%
5 years
+119.23%
Worst Daily Return
60 days
-26.45%
120 days
-26.45%
5 years
-35.39%
Sharpe Ratio
60 days
+2.04
120 days
+0.98
5 years
+0.66

Risk Assessment

Maximum Drawdown
240 days
+87.62%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.66
3 years
-0.05
5 years
-0.14
Skewness
240 days
+3.78
3 years
+3.04
5 years
+2.71

Volatility

Realised Volatility
240 days
+227.07%
5 years
--
Standardised True Range
240 days
+16.87%
5 years
+28.81%
Downside Risk-Adjusted Return
120 days
+247.34%
240 days
+247.34%
Maximum Daily Upside Volatility
60 days
+437.24%
Maximum Daily Downside Volatility
60 days
+180.48%

Liquidity

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