Search
Embraer SA
ERJAdd to Watchlist
64.480USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
11.39BMarket Cap
31.35P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.80
VaR
+4.46%
240-Day Maximum Drawdown
+28.33%
240-Day Volatility
+42.53%
Return
Best Daily Return
60 days
+5.16%
120 days
+10.54%
5 years
+15.61%
Worst Daily Return
60 days
-6.24%
120 days
-6.24%
5 years
-15.84%
Sharpe Ratio
60 days
+1.68
120 days
+1.74
5 years
+1.22
Risk Assessment
Maximum Drawdown
240 days
+28.33%
3 years
+28.33%
5 years
+57.20%
Return-to-Drawdown Ratio
240 days
+2.43
3 years
+6.20
5 years
+3.18
Skewness
240 days
+0.94
3 years
+0.66
5 years
+0.42
Volatility
Realised Volatility
240 days
+42.53%
5 years
+46.99%
Standardised True Range
240 days
+2.63%
5 years
+1.33%
Downside Risk-Adjusted Return
120 days
+320.99%
240 days
+320.99%
Maximum Daily Upside Volatility
60 days
+23.36%
Maximum Daily Downside Volatility
60 days
+23.43%
Liquidity
Average Turnover Rate
60 days
+0.27%
120 days
+0.25%
5 years
--
Turnover Deviation
20 days
+4.90%
60 days
+29.52%
120 days
+16.40%
