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Energys Group Ltd

ENGS
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2.610USD
+0.190+7.85%
Close 06/25, 16:00ETQuotes delayed by 15 min
37.19MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+94.76%
240-Day Volatility
+183.64%

Return

Best Daily Return
60 days
+19.20%
120 days
+19.20%
5 years
--
Worst Daily Return
60 days
-8.39%
120 days
-11.49%
5 years
--
Sharpe Ratio
60 days
+4.81
120 days
+3.23
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+94.76%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+0.25
3 years
--
5 years
--
Skewness
240 days
-2.16
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+183.64%
5 years
--
Standardised True Range
240 days
+12.83%
5 years
--
Downside Risk-Adjusted Return
120 days
+642.83%
240 days
+642.83%
Maximum Daily Upside Volatility
60 days
+78.26%
Maximum Daily Downside Volatility
60 days
+35.29%

Liquidity

Average Turnover Rate
60 days
+2.37%
120 days
+1.71%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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