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Nextera Energy Inc

NEE_pt
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49.550USD
+0.140+0.28%
Close 06/23, 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
--
VaR
--
240-Day Maximum Drawdown
+9.84%
240-Day Volatility
+18.71%

Return

Best Daily Return
60 days
+3.76%
120 days
+3.76%
5 years
--
Worst Daily Return
60 days
-2.65%
120 days
-2.65%
5 years
--
Sharpe Ratio
60 days
-0.96
120 days
+0.31
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+9.84%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+0.70
3 years
--
5 years
--
Skewness
240 days
-0.12
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+18.71%
5 years
--
Standardised True Range
240 days
+1.59%
5 years
--
Downside Risk-Adjusted Return
120 days
+43.47%
240 days
+43.47%
Maximum Daily Upside Volatility
60 days
+14.54%
Maximum Daily Downside Volatility
60 days
+14.14%

Liquidity

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