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Critical Metals Corp

CRML
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10.150USD
+0.080+0.79%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.06BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.87
VaR
--
240-Day Maximum Drawdown
+77.74%
240-Day Volatility
+157.48%

Return

Best Daily Return
60 days
+35.49%
120 days
+35.49%
5 years
--
Worst Daily Return
60 days
-17.92%
120 days
-18.19%
5 years
--
Sharpe Ratio
60 days
+1.25
120 days
+1.02
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+77.74%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
+2.77
3 years
-0.02
5 years
--
Skewness
240 days
+1.52
3 years
+3.24
5 years
--

Volatility

Realised Volatility
240 days
+157.48%
5 years
--
Standardised True Range
240 days
+13.60%
5 years
--
Downside Risk-Adjusted Return
120 days
+230.77%
240 days
+230.77%
Maximum Daily Upside Volatility
60 days
+130.56%
Maximum Daily Downside Volatility
60 days
+90.95%

Liquidity

Average Turnover Rate
60 days
+9.97%
120 days
+11.78%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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