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Codere Online Luxembourg SA

CDRO
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10.200USD
+0.210+2.10%
Close 06/18, 16:00ETQuotes delayed by 15 min
463.79MMarket Cap
421.83P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.44
VaR
+6.07%
240-Day Maximum Drawdown
+37.59%
240-Day Volatility
+63.91%

Return

Best Daily Return
60 days
+4.77%
120 days
+6.96%
5 years
+18.47%
Worst Daily Return
60 days
-3.41%
120 days
-3.41%
5 years
-17.74%
Sharpe Ratio
60 days
+4.09
120 days
+2.26
5 years
+0.31

Risk Assessment

Maximum Drawdown
240 days
+37.59%
3 years
+37.59%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.57
3 years
+1.90
5 years
+0.01
Skewness
240 days
+0.98
3 years
+1.08
5 years
+0.16

Volatility

Realised Volatility
240 days
+63.91%
5 years
--
Standardised True Range
240 days
+3.58%
5 years
+3.79%
Downside Risk-Adjusted Return
120 days
+384.43%
240 days
+384.43%
Maximum Daily Upside Volatility
60 days
+32.86%
Maximum Daily Downside Volatility
60 days
+32.27%

Liquidity

Average Turnover Rate
60 days
+0.07%
120 days
+0.05%
5 years
--
Turnover Deviation
20 days
+1.37%
60 days
-28.41%
120 days
-49.30%
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