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Innoviz Technologies Ltd

INVZW
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0.000USD
0.0000.00%
Close ETQuotes 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
1.48
VaR
+17.65%
240-Day Maximum Drawdown
+99.92%
240-Day Volatility
+634.19%

Return

Best Daily Return
60 days
+300.00%
120 days
+300.00%
5 years
+445.45%
Worst Daily Return
60 days
-95.00%
120 days
-95.00%
5 years
-95.00%
Sharpe Ratio
60 days
+0.44
120 days
-0.00
5 years
+0.47

Risk Assessment

Maximum Drawdown
240 days
+99.92%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.99
3 years
-0.33
5 years
-0.20
Skewness
240 days
+7.14
3 years
+9.87
5 years
+11.49

Volatility

Realised Volatility
240 days
+634.19%
5 years
--
Standardised True Range
240 days
+2939.37%
5 years
+33529.69%
Downside Risk-Adjusted Return
120 days
-0.81%
240 days
-0.81%
Maximum Daily Upside Volatility
60 days
+5106.17%
Maximum Daily Downside Volatility
60 days
+390.82%

Liquidity

Average Turnover Rate
60 days
+0.01%
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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