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Momentus Inc

MNTSW
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0.018USD
+0.002+15.38%
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
1.24
VaR
+23.75%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+210.34%
120 days
+210.34%
5 years
--
Worst Daily Return
60 days
-29.31%
120 days
-48.00%
5 years
-100.00%
Sharpe Ratio
60 days
+1.54
120 days
+0.97
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.27
3 years
+0.04
5 years
-0.20
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+45.58%
5 years
+205.24%
Downside Risk-Adjusted Return
120 days
+265.72%
240 days
+265.72%
Maximum Daily Upside Volatility
60 days
+603.79%
Maximum Daily Downside Volatility
60 days
+226.17%

Liquidity

Average Turnover Rate
60 days
+0.03%
120 days
+0.04%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--