Search
NioCorp Developments Ltd
NBAdd to Watchlist
5.200USD
+0.010+0.19%
Close 06/16, 16:00（ET）Quotes delayed by 15 min
755.70MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.19
VaR
+7.45%
240-Day Maximum Drawdown
+64.10%
240-Day Volatility
+109.27%
Return
Best Daily Return
60 days
+18.44%
120 days
+21.75%
5 years
+37.80%
Worst Daily Return
60 days
-12.90%
120 days
-13.94%
5 years
-25.07%
Sharpe Ratio
60 days
+1.18
120 days
+0.25
5 years
+0.26
Risk Assessment
Maximum Drawdown
240 days
+64.10%
3 years
+74.71%
5 years
--
Return-to-Drawdown Ratio
240 days
+1.90
3 years
+0.07
5 years
--
Skewness
240 days
+0.34
3 years
+0.71
5 years
+1.06
Volatility
Realised Volatility
240 days
+109.27%
5 years
--
Standardised True Range
240 days
+10.94%
5 years
--
Downside Risk-Adjusted Return
120 days
+43.13%
240 days
+43.13%
Maximum Daily Upside Volatility
60 days
+65.82%
Maximum Daily Downside Volatility
60 days
+55.92%
Liquidity
Average Turnover Rate
60 days
+7.18%
120 days
+8.12%
5 years
--
Turnover Deviation
20 days
+28.17%
60 days
+36.24%
120 days
+54.12%
