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Centrais Eletricas Brasileiras SA - Eletrobras
EBRAdd to Watchlist
11.030USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
26.11BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.62
VaR
+3.91%
240-Day Maximum Drawdown
+12.90%
240-Day Volatility
+33.43%
Return
Best Daily Return
60 days
+4.65%
120 days
+10.67%
5 years
+11.24%
Worst Daily Return
60 days
-4.15%
120 days
-4.15%
5 years
-11.00%
Sharpe Ratio
60 days
+4.41
120 days
+3.00
5 years
+0.68
Risk Assessment
Maximum Drawdown
240 days
+12.90%
3 years
+39.27%
5 years
+46.18%
Return-to-Drawdown Ratio
240 days
+6.33
3 years
+0.26
5 years
+0.49
Skewness
240 days
+0.44
3 years
+0.03
5 years
+0.03
Volatility
Realised Volatility
240 days
+33.43%
5 years
+40.12%
Standardised True Range
240 days
+1.72%
5 years
+2.19%
Downside Risk-Adjusted Return
120 days
+648.53%
240 days
+648.53%
Maximum Daily Upside Volatility
60 days
+25.63%
Maximum Daily Downside Volatility
60 days
+23.19%
Liquidity
Average Turnover Rate
60 days
+0.06%
120 days
+0.06%
5 years
--
Turnover Deviation
20 days
+40.10%
60 days
+24.80%
120 days
+18.39%
