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CXApp Inc

CXAIW
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0.052USD
+0.000+0.19%
Close 07/02, 13:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.89
VaR
+18.62%
240-Day Maximum Drawdown
+80.66%
240-Day Volatility
+319.95%

Return

Best Daily Return
60 days
+47.20%
120 days
+47.20%
5 years
+162.81%
Worst Daily Return
60 days
-12.09%
120 days
-45.20%
5 years
-67.68%
Sharpe Ratio
60 days
+1.93
120 days
+1.24
5 years
+0.86

Risk Assessment

Maximum Drawdown
240 days
+80.66%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.35
3 years
-0.29
5 years
-0.18
Skewness
240 days
+0.54
3 years
+3.32
5 years
+3.08

Volatility

Realised Volatility
240 days
+319.95%
5 years
--
Standardised True Range
240 days
+26.12%
5 years
+73.63%
Downside Risk-Adjusted Return
120 days
+214.43%
240 days
+214.43%
Maximum Daily Upside Volatility
60 days
+249.38%
Maximum Daily Downside Volatility
60 days
+164.75%

Liquidity

Average Turnover Rate
60 days
+0.03%
120 days
+0.03%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--