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FlexShopper Inc

FPAY
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0.190USD
0.0000.00%
Close 06/22, 16:00ETQuotes delayed by 15 min
24.61Market Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.08
VaR
+7.72%
240-Day Maximum Drawdown
+91.51%
240-Day Volatility
+139.95%

Return

Best Daily Return
60 days
+18.98%
120 days
+26.78%
5 years
+47.32%
Worst Daily Return
60 days
-48.16%
120 days
-48.16%
5 years
-48.16%
Sharpe Ratio
60 days
-3.47
120 days
-2.04
5 years
-0.13

Risk Assessment

Maximum Drawdown
240 days
+91.51%
3 years
+91.63%
5 years
+95.18%
Return-to-Drawdown Ratio
240 days
-0.91
3 years
-0.30
5 years
-0.20
Skewness
240 days
-1.03
3 years
-0.76
5 years
+0.27

Volatility

Realised Volatility
240 days
+139.95%
5 years
+109.46%
Standardised True Range
240 days
+58.73%
5 years
+66.36%
Downside Risk-Adjusted Return
120 days
-221.94%
240 days
-221.94%
Maximum Daily Upside Volatility
60 days
+176.76%
Maximum Daily Downside Volatility
60 days
+166.52%

Liquidity

Average Turnover Rate
60 days
+0.65%
120 days
+0.43%
5 years
--
Turnover Deviation
20 days
+197.32%
60 days
+50.01%
120 days
+0.27%
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