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MultiSensor AI Holdings Inc

MSAIW
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0.030USD
-0.008-26.12%
Close 06/18, 16:00ETQuotes 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
-0.13
VaR
--
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+91.01%
120 days
+91.01%
5 years
--
Worst Daily Return
60 days
-47.35%
120 days
-47.35%
5 years
--
Sharpe Ratio
60 days
+1.14
120 days
+0.71
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.28
3 years
--
5 years
--
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+57.31%
5 years
--
Downside Risk-Adjusted Return
120 days
+140.12%
240 days
+140.12%
Maximum Daily Upside Volatility
60 days
+393.82%
Maximum Daily Downside Volatility
60 days
+382.11%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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