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Bigcommerce Holdings Inc

BIGC
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4.780USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
379.92MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.15
VaR
+6.88%
240-Day Maximum Drawdown
+38.45%
240-Day Volatility
+54.58%

Return

Best Daily Return
60 days
+4.14%
120 days
+9.75%
5 years
+28.27%
Worst Daily Return
60 days
-5.50%
120 days
-8.11%
5 years
-30.11%
Sharpe Ratio
60 days
-0.72
120 days
-1.22
5 years
-0.60

Risk Assessment

Maximum Drawdown
240 days
+38.45%
3 years
+71.62%
5 years
+95.02%
Return-to-Drawdown Ratio
240 days
-0.34
3 years
-0.33
5 years
-0.20
Skewness
240 days
+0.63
3 years
-0.09
5 years
+0.25

Volatility

Realised Volatility
240 days
+54.58%
5 years
+68.85%
Standardised True Range
240 days
+5.74%
5 years
+30.78%
Downside Risk-Adjusted Return
120 days
-195.79%
240 days
-195.79%
Maximum Daily Upside Volatility
60 days
+31.56%
Maximum Daily Downside Volatility
60 days
+23.82%

Liquidity

Average Turnover Rate
60 days
+1.04%
120 days
+1.09%
5 years
--
Turnover Deviation
20 days
-6.61%
60 days
-1.27%
120 days
+3.86%
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