Search
5E Advanced Materials Inc
FEAMAdd to Watchlist
1.430USD
-0.010-0.69%
Market hours （ET）Quotes delayed by 15 min
320.96MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.87
VaR
--
240-Day Maximum Drawdown
+82.66%
240-Day Volatility
+125.83%
Return
Best Daily Return
60 days
+31.79%
120 days
+31.79%
5 years
--
Worst Daily Return
60 days
-13.07%
120 days
-28.93%
5 years
--
Sharpe Ratio
60 days
+0.42
120 days
-1.23
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+82.66%
3 years
+98.37%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.71
3 years
-0.33
5 years
--
Skewness
240 days
+0.94
3 years
+1.06
5 years
--
Volatility
Realised Volatility
240 days
+125.83%
5 years
--
Standardised True Range
240 days
+24.31%
5 years
--
Downside Risk-Adjusted Return
120 days
-195.10%
240 days
-195.10%
Maximum Daily Upside Volatility
60 days
+95.08%
Maximum Daily Downside Volatility
60 days
+60.42%
Liquidity
Average Turnover Rate
60 days
+1.26%
120 days
+1.62%
5 years
--
Turnover Deviation
20 days
-59.73%
60 days
-55.46%
120 days
-42.92%