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Companhia Paranaense de Energia
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9.260USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
8.53BMarket Cap
17.95P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.76
VaR
+3.29%
240-Day Maximum Drawdown
+15.27%
240-Day Volatility
+28.34%
Return
Best Daily Return
60 days
+5.44%
120 days
+5.44%
5 years
+112.13%
Worst Daily Return
60 days
-6.86%
120 days
-6.86%
5 years
-52.26%
Sharpe Ratio
60 days
-0.42
120 days
+0.26
5 years
+0.59
Risk Assessment
Maximum Drawdown
240 days
+15.27%
3 years
+32.62%
5 years
+32.62%
Return-to-Drawdown Ratio
240 days
+3.96
3 years
+0.67
5 years
+0.47
Skewness
240 days
-0.28
3 years
+14.18
5 years
+14.62
Volatility
Realised Volatility
240 days
+28.34%
5 years
+34.65%
Standardised True Range
240 days
+2.33%
5 years
+1.97%
Downside Risk-Adjusted Return
120 days
+36.11%
240 days
+36.11%
Maximum Daily Upside Volatility
60 days
+23.69%
Maximum Daily Downside Volatility
60 days
+29.59%
Liquidity
Average Turnover Rate
60 days
+0.01%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
-38.27%
60 days
-23.25%
120 days
-27.16%
