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FG Merger II Corp
FGMCAdd to Watchlist
10.080USD
-0.050-0.49%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
103.78MMarket Cap
69.38P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
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240-Day Maximum Drawdown
+32.51%
240-Day Volatility
+33.61%
Return
Best Daily Return
60 days
+44.56%
120 days
+44.56%
5 years
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Worst Daily Return
60 days
-30.02%
120 days
-30.02%
5 years
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Sharpe Ratio
60 days
+0.52
120 days
+0.38
5 years
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Risk Assessment
Maximum Drawdown
240 days
+32.51%
3 years
--
5 years
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Return-to-Drawdown Ratio
240 days
+0.06
3 years
--
5 years
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Skewness
240 days
+5.23
3 years
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5 years
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Volatility
Realised Volatility
240 days
+33.61%
5 years
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Standardised True Range
240 days
+1.11%
5 years
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Downside Risk-Adjusted Return
120 days
+39.03%
240 days
+39.03%
Maximum Daily Upside Volatility
60 days
+96.77%
Maximum Daily Downside Volatility
60 days
+76.20%
Liquidity
Average Turnover Rate
60 days
+1.64%
120 days
+1.01%
5 years
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Turnover Deviation
20 days
--
60 days
--
120 days
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