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Emera Ord Shs

EMA
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52.390USD
+0.550+1.06%
Close 06/23, 16:00ETQuotes delayed by 15 min
16.02BMarket Cap
22.22P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.44
VaR
+2.07%
240-Day Maximum Drawdown
+5.93%
240-Day Volatility
+17.12%

Return

Best Daily Return
60 days
+1.73%
120 days
+2.79%
5 years
+22.91%
Worst Daily Return
60 days
-2.51%
120 days
-2.51%
5 years
-18.53%
Sharpe Ratio
60 days
+0.84
120 days
+0.96
5 years
+0.24

Risk Assessment

Maximum Drawdown
240 days
+5.93%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+2.53
3 years
--
5 years
--
Skewness
240 days
-0.01
3 years
+1.58
5 years
+1.19

Volatility

Realised Volatility
240 days
+17.12%
5 years
--
Standardised True Range
240 days
+1.41%
5 years
--
Downside Risk-Adjusted Return
120 days
+150.33%
240 days
+150.33%
Maximum Daily Upside Volatility
60 days
+9.51%
Maximum Daily Downside Volatility
60 days
+10.54%

Liquidity

Average Turnover Rate
60 days
+0.09%
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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