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Electra Battery Materials Corp

ELBM
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0.558USD
-0.020-3.51%
Market hours ETQuotes delayed by 15 min
57.89MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.75
VaR
+7.48%
240-Day Maximum Drawdown
+92.84%
240-Day Volatility
+163.05%

Return

Best Daily Return
60 days
+14.79%
120 days
+14.79%
5 years
+325.45%
Worst Daily Return
60 days
-10.54%
120 days
-12.61%
5 years
-50.96%
Sharpe Ratio
60 days
+0.23
120 days
-0.86
5 years
+0.09

Risk Assessment

Maximum Drawdown
240 days
+92.84%
3 years
+92.84%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.59
3 years
-0.29
5 years
--
Skewness
240 days
+12.64
3 years
+19.03
5 years
+20.33

Volatility

Realised Volatility
240 days
+163.05%
5 years
--
Standardised True Range
240 days
+25.53%
5 years
--
Downside Risk-Adjusted Return
120 days
-160.18%
240 days
-160.18%
Maximum Daily Upside Volatility
60 days
+72.46%
Maximum Daily Downside Volatility
60 days
+50.64%

Liquidity

Average Turnover Rate
60 days
+5.32%
120 days
+5.69%
5 years
--
Turnover Deviation
20 days
-45.83%
60 days
-39.10%
120 days
-34.81%