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Trump Media & Technology Group Corp

DJTWW
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3.615USD
+0.100+2.82%
Close 06/18, 16:00ETQuotes 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
4.65
VaR
--
240-Day Maximum Drawdown
+68.93%
240-Day Volatility
+96.51%

Return

Best Daily Return
60 days
+4.56%
120 days
+14.45%
5 years
--
Worst Daily Return
60 days
-6.19%
120 days
-14.47%
5 years
--
Sharpe Ratio
60 days
-3.69
120 days
-2.43
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+68.93%
3 years
+91.23%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.99
3 years
-0.11
5 years
--
Skewness
240 days
+6.79
3 years
+2.49
5 years
--

Volatility

Realised Volatility
240 days
+96.51%
5 years
--
Standardised True Range
240 days
+12.23%
5 years
--
Downside Risk-Adjusted Return
120 days
-411.45%
240 days
-411.45%
Maximum Daily Upside Volatility
60 days
+40.91%
Maximum Daily Downside Volatility
60 days
+34.94%

Liquidity

Average Turnover Rate
60 days
+0.01%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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