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Everi Holdings Inc

EVRI
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14.245USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.23BMarket Cap
82.07P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.22
VaR
+4.02%
240-Day Maximum Drawdown
+9.43%
240-Day Volatility
+37.38%

Return

Best Daily Return
60 days
+1.73%
120 days
+1.73%
5 years
+40.26%
Worst Daily Return
60 days
-1.34%
120 days
-1.34%
5 years
-11.41%
Sharpe Ratio
60 days
+2.37
120 days
+2.06
5 years
+0.47

Risk Assessment

Maximum Drawdown
240 days
+9.43%
3 years
+69.52%
5 years
+75.33%
Return-to-Drawdown Ratio
240 days
+6.34
3 years
-0.15
5 years
+0.19
Skewness
240 days
+12.75
3 years
+4.66
5 years
+2.36

Volatility

Realised Volatility
240 days
+37.38%
5 years
+46.73%
Standardised True Range
240 days
+0.62%
5 years
+3.87%
Downside Risk-Adjusted Return
120 days
+254.60%
240 days
+254.60%
Maximum Daily Upside Volatility
60 days
+7.59%
Maximum Daily Downside Volatility
60 days
+6.27%

Liquidity

Average Turnover Rate
60 days
+1.96%
120 days
+1.43%
5 years
--
Turnover Deviation
20 days
+8.68%
60 days
+36.91%
120 days
-0.21%
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