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EVgo Inc

EVGOW
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0.005USD
-0.003-34.67%
Close 06/18, 16:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.74
VaR
+13.39%
240-Day Maximum Drawdown
+98.11%
240-Day Volatility
+305.05%

Return

Best Daily Return
60 days
+83.12%
120 days
+83.12%
5 years
+168.85%
Worst Daily Return
60 days
-36.92%
120 days
-36.92%
5 years
-36.92%
Sharpe Ratio
60 days
-0.86
120 days
-0.86
5 years
+0.00

Risk Assessment

Maximum Drawdown
240 days
+98.11%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.99
3 years
-0.33
5 years
-0.20
Skewness
240 days
+1.98
3 years
+4.57
5 years
+4.31

Volatility

Realised Volatility
240 days
+305.05%
5 years
--
Standardised True Range
240 days
+253.75%
5 years
+2611.73%
Downside Risk-Adjusted Return
120 days
-155.90%
240 days
-155.90%
Maximum Daily Upside Volatility
60 days
+1307.87%
Maximum Daily Downside Volatility
60 days
+256.49%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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