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AEye Inc

LIDRW
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0.023USD
+0.002+8.21%
Close 07/02, 13:00ETQuotes 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
2.99
VaR
+28.57%
240-Day Maximum Drawdown
+96.63%
240-Day Volatility
+369.44%

Return

Best Daily Return
60 days
+52.94%
120 days
+52.94%
5 years
+248.36%
Worst Daily Return
60 days
-35.49%
120 days
-46.46%
5 years
-57.62%
Sharpe Ratio
60 days
+1.02
120 days
+0.13
5 years
+1.23

Risk Assessment

Maximum Drawdown
240 days
+96.63%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.74
3 years
-0.08
5 years
-0.20
Skewness
240 days
+6.03
3 years
+2.93
5 years
+2.88

Volatility

Realised Volatility
240 days
+369.44%
5 years
--
Standardised True Range
240 days
+115.77%
5 years
+190.71%
Downside Risk-Adjusted Return
120 days
+20.23%
240 days
+20.23%
Maximum Daily Upside Volatility
60 days
+508.22%
Maximum Daily Downside Volatility
60 days
+246.45%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--