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Gen Digital Contingent Value Rights

GENVR
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1.370USD
+0.080+6.15%
Close 06/18, 16:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+96.88%
240-Day Volatility
+222.39%

Return

Best Daily Return
60 days
+46.99%
120 days
+60.00%
5 years
--
Worst Daily Return
60 days
-31.82%
120 days
-31.82%
5 years
--
Sharpe Ratio
60 days
+1.50
120 days
-0.04
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+96.88%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.88
3 years
--
5 years
--
Skewness
240 days
+1.13
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+222.39%
5 years
--
Standardised True Range
240 days
+35.73%
5 years
--
Downside Risk-Adjusted Return
120 days
-6.72%
240 days
-6.72%
Maximum Daily Upside Volatility
60 days
+227.40%
Maximum Daily Downside Volatility
60 days
+162.22%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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