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Evolv Technologies Holdings Inc

EVLVW
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0.027USD
+0.015+124.17%
Close 07/02, 13:00ETQuotes 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
1.89
VaR
+14.89%
240-Day Maximum Drawdown
+99.40%
240-Day Volatility
+406.31%

Return

Best Daily Return
60 days
+120.49%
120 days
+120.49%
5 years
+120.49%
Worst Daily Return
60 days
-50.33%
120 days
-50.33%
5 years
-51.22%
Sharpe Ratio
60 days
+0.81
120 days
+0.40
5 years
+0.46

Risk Assessment

Maximum Drawdown
240 days
+99.40%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.95
3 years
-0.33
5 years
-0.20
Skewness
240 days
+1.92
3 years
+1.88
5 years
+1.74

Volatility

Realised Volatility
240 days
+406.31%
5 years
--
Standardised True Range
240 days
+222.59%
5 years
+311.34%
Downside Risk-Adjusted Return
120 days
+72.54%
240 days
+72.54%
Maximum Daily Upside Volatility
60 days
+1219.92%
Maximum Daily Downside Volatility
60 days
+361.26%

Liquidity

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