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E2open Parent Holdings Inc

ETWO
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3.300USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.04BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.29
VaR
+5.07%
240-Day Maximum Drawdown
+58.26%
240-Day Volatility
+66.27%

Return

Best Daily Return
60 days
+24.51%
120 days
+24.51%
5 years
+24.51%
Worst Daily Return
60 days
-4.32%
120 days
-7.73%
5 years
-50.11%
Sharpe Ratio
60 days
+3.01
120 days
+0.80
5 years
-0.10

Risk Assessment

Maximum Drawdown
240 days
+58.26%
3 years
+73.48%
5 years
+86.64%
Return-to-Drawdown Ratio
240 days
-0.40
3 years
-0.24
5 years
-0.16
Skewness
240 days
+1.26
3 years
-2.55
5 years
-1.95

Volatility

Realised Volatility
240 days
+66.27%
5 years
+62.43%
Standardised True Range
240 days
+3.58%
5 years
+8.95%
Downside Risk-Adjusted Return
120 days
+151.85%
240 days
+151.85%
Maximum Daily Upside Volatility
60 days
+62.17%
Maximum Daily Downside Volatility
60 days
+53.08%

Liquidity

Average Turnover Rate
60 days
+2.56%
120 days
+1.50%
5 years
--
Turnover Deviation
20 days
+61.47%
60 days
+190.20%
120 days
+70.89%
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