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FARO Technologies Inc
FAROAdd to Watchlist
43.990USD
0.0000.00%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
845.74MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.62
VaR
+4.09%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+34.69%
120 days
+34.69%
5 years
+36.48%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-0.61
120 days
-0.73
5 years
-0.17
Risk Assessment
Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-7.67
3 years
-8.09
5 years
-8.48
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-57.97%
240 days
-57.97%
Maximum Daily Upside Volatility
60 days
+223.17%
Maximum Daily Downside Volatility
60 days
+218.62%
Liquidity
Average Turnover Rate
60 days
+4.90%
120 days
+3.09%
5 years
--
Turnover Deviation
20 days
+151.21%
60 days
+224.93%
120 days
+105.15%
