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FiscalNote Holdings Inc

NOTE
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0.531USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
3.60MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated: 2026-03-25
Previous score
2.09
Change
0
FiscalNote Holdings Inc’s latest ESG disclosure lags behind the Software & IT Services industry average, suggesting potential exposures in governance structure, environmental management, or social responsibility that may amplify risk and warrant ongoing monitoring.
Beta vs S&P 500 index
0.74
VaR
+9.38%
240-Day Maximum Drawdown
+94.69%
240-Day Volatility
+116.49%

Return

Best Daily Return
60 days
+22.11%
120 days
+22.11%
5 years
+75.00%
Worst Daily Return
60 days
-24.45%
120 days
-24.45%
5 years
-35.71%
Sharpe Ratio
60 days
-3.21
120 days
-3.96
5 years
-0.63

Risk Assessment

Maximum Drawdown
240 days
+94.69%
3 years
+98.98%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.99
3 years
-0.33
5 years
-0.19
Skewness
240 days
-0.23
3 years
+0.21
5 years
+1.26

Volatility

Realised Volatility
240 days
+116.49%
5 years
--
Standardised True Range
240 days
+81.47%
5 years
+256.26%
Downside Risk-Adjusted Return
120 days
-567.31%
240 days
-567.31%
Maximum Daily Upside Volatility
60 days
+99.46%
Maximum Daily Downside Volatility
60 days
+95.95%

Liquidity

Average Turnover Rate
60 days
+2.06%
120 days
+1.52%
5 years
--
Turnover Deviation
20 days
+69.38%
60 days
+87.81%
120 days
+38.70%
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