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Nouveau Monde Graphite Inc
NMGAdd to Watchlist
1.610USD
+0.075+4.90%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
258.93MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.87
VaR
+5.91%
240-Day Maximum Drawdown
+72.98%
240-Day Volatility
+95.36%
Return
Best Daily Return
60 days
+10.95%
120 days
+10.95%
5 years
+51.80%
Worst Daily Return
60 days
-22.13%
120 days
-22.13%
5 years
-22.13%
Sharpe Ratio
60 days
-1.40
120 days
-1.27
5 years
-0.01
Risk Assessment
Maximum Drawdown
240 days
+72.98%
3 years
+72.98%
5 years
+86.71%
Return-to-Drawdown Ratio
240 days
-0.36
3 years
-0.19
5 years
-0.17
Skewness
240 days
+2.06
3 years
+2.17
5 years
+1.89
Volatility
Realised Volatility
240 days
+95.36%
5 years
+77.69%
Standardised True Range
240 days
+12.21%
5 years
+13.95%
Downside Risk-Adjusted Return
120 days
-170.02%
240 days
-170.02%
Maximum Daily Upside Volatility
60 days
+49.67%
Maximum Daily Downside Volatility
60 days
+59.34%
Liquidity
Average Turnover Rate
60 days
+0.78%
120 days
+0.70%
5 years
--
Turnover Deviation
20 days
+78.18%
60 days
+162.78%
120 days
+133.84%