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H2O America Ord Shs

HTO
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56.690USD
+0.270+0.48%
Close 06/18, 16:00ETQuotes delayed by 15 min
2.37BMarket Cap
19.27P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.34
VaR
+2.42%
240-Day Maximum Drawdown
+15.11%
240-Day Volatility
+27.51%

Return

Best Daily Return
60 days
+3.63%
120 days
+4.01%
5 years
+6.98%
Worst Daily Return
60 days
-2.69%
120 days
-2.69%
5 years
-5.50%
Sharpe Ratio
60 days
+0.17
120 days
+1.32
5 years
+0.02

Risk Assessment

Maximum Drawdown
240 days
+15.11%
3 years
+36.60%
5 years
+46.81%
Return-to-Drawdown Ratio
240 days
+0.55
3 years
-0.17
5 years
-0.08
Skewness
240 days
-0.24
3 years
+0.24
5 years
+0.18

Volatility

Realised Volatility
240 days
+27.51%
5 years
+26.71%
Standardised True Range
240 days
+2.31%
5 years
+2.59%
Downside Risk-Adjusted Return
120 days
+242.34%
240 days
+242.34%
Maximum Daily Upside Volatility
60 days
+17.92%
Maximum Daily Downside Volatility
60 days
+18.01%

Liquidity

Average Turnover Rate
60 days
+1.56%
120 days
+1.45%
5 years
--
Turnover Deviation
20 days
+35.82%
60 days
+65.19%
120 days
+52.98%
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