Search
Centrais Eletricas Brasileiras SA
EBRbAdd to Watchlist
11.680USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
26.36BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.61
VaR
+4.43%
240-Day Maximum Drawdown
+16.57%
240-Day Volatility
+38.69%
Return
Best Daily Return
60 days
+7.05%
120 days
+9.82%
5 years
+11.27%
Worst Daily Return
60 days
-4.53%
120 days
-4.53%
5 years
-12.93%
Sharpe Ratio
60 days
+3.51
120 days
+2.44
5 years
+0.70
Risk Assessment
Maximum Drawdown
240 days
+16.57%
3 years
+38.92%
5 years
+45.39%
Return-to-Drawdown Ratio
240 days
+4.38
3 years
+0.29
5 years
+0.54
Skewness
240 days
-0.16
3 years
-0.17
5 years
+0.01
Volatility
Realised Volatility
240 days
+38.69%
5 years
+46.96%
Standardised True Range
240 days
+2.08%
5 years
+2.44%
Downside Risk-Adjusted Return
120 days
+472.39%
240 days
+472.39%
Maximum Daily Upside Volatility
60 days
+25.32%
Maximum Daily Downside Volatility
60 days
+27.18%
Liquidity
Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
-52.09%
60 days
-50.01%
120 days
-15.02%
