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Cayson Acquisition Corp

CAPN
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11.040USD
-0.020-0.18%
Market hours ETQuotes delayed by 15 min
86.44MMarket Cap
53.81P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+2.50%
120 days
+2.50%
5 years
--
Worst Daily Return
60 days
-2.00%
120 days
-2.00%
5 years
--
Sharpe Ratio
60 days
+1.32
120 days
+1.31
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+0.08
3 years
--
5 years
--
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+10.53%
5 years
--
Downside Risk-Adjusted Return
120 days
+160.79%
240 days
+160.79%
Maximum Daily Upside Volatility
60 days
+10.03%
Maximum Daily Downside Volatility
60 days
+8.23%

Liquidity

Average Turnover Rate
60 days
+0.11%
120 days
+0.17%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--