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Isoenergy Ord Shs

ISOU
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11.970USD
+0.810+7.28%
Close 06/18, 16:00ETQuotes delayed by 15 min
725.43MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.84
VaR
+7.05%
240-Day Maximum Drawdown
+34.36%
240-Day Volatility
+77.47%

Return

Best Daily Return
60 days
+12.01%
120 days
+12.01%
5 years
+33.13%
Worst Daily Return
60 days
-13.68%
120 days
-13.68%
5 years
-20.70%
Sharpe Ratio
60 days
+1.34
120 days
+1.14
5 years
+0.36

Risk Assessment

Maximum Drawdown
240 days
+34.36%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+1.98
3 years
--
5 years
--
Skewness
240 days
-0.12
3 years
+0.14
5 years
+0.55

Volatility

Realised Volatility
240 days
+77.47%
5 years
--
Standardised True Range
240 days
+5.81%
5 years
--
Downside Risk-Adjusted Return
120 days
+175.48%
240 days
+175.48%
Maximum Daily Upside Volatility
60 days
+57.04%
Maximum Daily Downside Volatility
60 days
+58.51%

Liquidity

Average Turnover Rate
60 days
+0.16%
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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