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Newsmax Ord Shs Class B

NMAX
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7.365USD
+0.315+4.47%
Close 06/23, 16:00ETQuotes delayed by 15 min
951.10MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+66.97%
240-Day Volatility
+74.72%

Return

Best Daily Return
60 days
+26.92%
120 days
+26.92%
5 years
--
Worst Daily Return
60 days
-27.38%
120 days
-27.38%
5 years
--
Sharpe Ratio
60 days
+1.32
120 days
+0.05
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+66.97%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.78
3 years
--
5 years
--
Skewness
240 days
+0.35
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+74.72%
5 years
--
Standardised True Range
240 days
+7.52%
5 years
--
Downside Risk-Adjusted Return
120 days
+6.15%
240 days
+6.15%
Maximum Daily Upside Volatility
60 days
+116.50%
Maximum Daily Downside Volatility
60 days
+73.90%

Liquidity

Average Turnover Rate
60 days
+1.53%
120 days
+1.12%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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