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Fusion Fuel Green PLC

HTOO
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2.670USD
-0.070-2.55%
Close 07/02, 13:00ETQuotes delayed by 15 min
6.11MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.80
VaR
+8.66%
240-Day Maximum Drawdown
+63.52%
240-Day Volatility
+142.10%

Return

Best Daily Return
60 days
+11.29%
120 days
+11.29%
5 years
+90.00%
Worst Daily Return
60 days
-19.71%
120 days
-19.71%
5 years
-37.94%
Sharpe Ratio
60 days
+0.18
120 days
-0.58
5 years
-0.32

Risk Assessment

Maximum Drawdown
240 days
+63.52%
3 years
+97.06%
5 years
+98.48%
Return-to-Drawdown Ratio
240 days
-0.59
3 years
-0.33
5 years
-0.15
Skewness
240 days
+3.45
3 years
+3.32
5 years
+3.10

Volatility

Realised Volatility
240 days
+142.10%
5 years
+216.56%
Standardised True Range
240 days
+13.39%
5 years
+105.52%
Downside Risk-Adjusted Return
120 days
-76.80%
240 days
-76.80%
Maximum Daily Upside Volatility
60 days
+55.99%
Maximum Daily Downside Volatility
60 days
+68.45%

Liquidity

Average Turnover Rate
60 days
+0.26%
120 days
+0.90%
5 years
--
Turnover Deviation
20 days
-98.77%
60 days
-97.48%
120 days
-91.19%