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ChampionX Corp

CHX
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25.810USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
4.94BMarket Cap
16.85P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.53
VaR
+4.36%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+4.76%
120 days
+12.57%
5 years
+24.61%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.89
120 days
-1.59
5 years
+0.24

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-12.81
3 years
-15.78
5 years
-11.44

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-123.33%
240 days
-123.33%
Maximum Daily Upside Volatility
60 days
+209.38%
Maximum Daily Downside Volatility
60 days
+203.49%

Liquidity

Average Turnover Rate
60 days
+1.71%
120 days
+2.10%
5 years
--
Turnover Deviation
20 days
+41.24%
60 days
+42.37%
120 days
+74.05%