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ZoomInfo Technologies Ord Shs

GTM
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2.645USD
-0.165-5.87%
Close 06/22, 16:00ETQuotes delayed by 15 min
812.79MMarket Cap
6.59P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.91
VaR
+5.69%
240-Day Maximum Drawdown
+78.28%
240-Day Volatility
+73.72%

Return

Best Daily Return
60 days
+14.71%
120 days
+14.71%
5 years
+23.08%
Worst Daily Return
60 days
-32.78%
120 days
-32.78%
5 years
-32.78%
Sharpe Ratio
60 days
-2.92
120 days
-3.18
5 years
-0.77

Risk Assessment

Maximum Drawdown
240 days
+78.28%
3 years
+86.01%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.94
3 years
-0.33
5 years
--
Skewness
240 days
-2.18
3 years
-1.31
5 years
-1.30

Volatility

Realised Volatility
240 days
+73.72%
5 years
--
Standardised True Range
240 days
+15.04%
5 years
--
Downside Risk-Adjusted Return
120 days
-351.20%
240 days
-351.20%
Maximum Daily Upside Volatility
60 days
+79.64%
Maximum Daily Downside Volatility
60 days
+85.74%

Liquidity

Average Turnover Rate
60 days
+3.60%
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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