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Enlightify Inc

ENFY
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0.368USD
0.0000.00%
Close 06/24, 16:00ETQuotes delayed by 15 min
15.77KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.17
VaR
+8.77%
240-Day Maximum Drawdown
+82.32%
240-Day Volatility
+140.45%

Return

Best Daily Return
60 days
+10.33%
120 days
+16.07%
5 years
+59.47%
Worst Daily Return
60 days
-49.45%
120 days
-49.45%
5 years
-49.45%
Sharpe Ratio
60 days
-2.60
120 days
-1.77
5 years
+0.05

Risk Assessment

Maximum Drawdown
240 days
+82.32%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.98
3 years
-0.31
5 years
-0.18
Skewness
240 days
-1.85
3 years
+1.69
5 years
+1.50

Volatility

Realised Volatility
240 days
+140.45%
5 years
--
Standardised True Range
240 days
+31.42%
5 years
+119.24%
Downside Risk-Adjusted Return
120 days
-163.02%
240 days
-163.02%
Maximum Daily Upside Volatility
60 days
+74.12%
Maximum Daily Downside Volatility
60 days
+113.04%

Liquidity

Average Turnover Rate
60 days
+0.67%
120 days
+0.37%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%
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