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Bold Eagle Acquisition Corp

BEAG
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10.700USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
335.10MMarket Cap
35.33P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+3.49%
240-Day Volatility
+9.01%

Return

Best Daily Return
60 days
+1.04%
120 days
+1.04%
5 years
--
Worst Daily Return
60 days
-0.47%
120 days
-1.30%
5 years
--
Sharpe Ratio
60 days
+1.57
120 days
+0.53
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+3.49%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+0.66
3 years
--
5 years
--
Skewness
240 days
+1.61
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+9.01%
5 years
--
Standardised True Range
240 days
+0.57%
5 years
--
Downside Risk-Adjusted Return
120 days
+65.50%
240 days
+65.50%
Maximum Daily Upside Volatility
60 days
+3.37%
Maximum Daily Downside Volatility
60 days
+3.32%

Liquidity

Average Turnover Rate
60 days
+0.23%
120 days
+0.23%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--