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New Horizon Aircraft Ltd

HOVR
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1.940USD
-0.050-2.51%
Close 07/02, 13:00ETQuotes delayed by 15 min
85.22MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+69.31%
240-Day Volatility
+114.86%

Return

Best Daily Return
60 days
+26.61%
120 days
+26.61%
5 years
--
Worst Daily Return
60 days
-21.71%
120 days
-21.71%
5 years
--
Sharpe Ratio
60 days
+1.48
120 days
+0.36
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+69.31%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
+0.17
3 years
-0.27
5 years
--
Skewness
240 days
+0.59
3 years
+1.57
5 years
--

Volatility

Realised Volatility
240 days
+114.86%
5 years
--
Standardised True Range
240 days
+11.23%
5 years
--
Downside Risk-Adjusted Return
120 days
+67.92%
240 days
+67.92%
Maximum Daily Upside Volatility
60 days
+114.75%
Maximum Daily Downside Volatility
60 days
+80.37%

Liquidity

Average Turnover Rate
60 days
+6.98%
120 days
+4.88%
5 years
--
Turnover Deviation
20 days
-28.01%
60 days
+12.57%
120 days
-21.25%