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M3-Brigade Acquisition V Corp
MBAVAdd to Watchlist
10.800USD
+0.010+0.09%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
388.13MMarket Cap
84.77P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
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240-Day Maximum Drawdown
+16.38%
240-Day Volatility
+18.91%
Return
Best Daily Return
60 days
+10.15%
120 days
+10.15%
5 years
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Worst Daily Return
60 days
-9.55%
120 days
-9.55%
5 years
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Sharpe Ratio
60 days
+0.26
120 days
+0.21
5 years
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Risk Assessment
Maximum Drawdown
240 days
+16.38%
3 years
--
5 years
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Return-to-Drawdown Ratio
240 days
-0.45
3 years
--
5 years
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Skewness
240 days
-0.19
3 years
--
5 years
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Volatility
Realised Volatility
240 days
+18.91%
5 years
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Standardised True Range
240 days
+0.67%
5 years
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Downside Risk-Adjusted Return
120 days
+20.02%
240 days
+20.02%
Maximum Daily Upside Volatility
60 days
+23.71%
Maximum Daily Downside Volatility
60 days
+37.77%
Liquidity
Average Turnover Rate
60 days
+0.51%
120 days
+0.40%
5 years
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Turnover Deviation
20 days
--
60 days
--
120 days
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