tradingkey.logo
tradingkey.logo
Search

NYSE Tick Pilot Test Sym-Control

NTEST
Add to Watchlist
25.000USD
0.0000.00%
Close 06/22, 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
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+0.28%
120 days
+0.28%
5 years
--
Worst Daily Return
60 days
-0.28%
120 days
-0.28%
5 years
--
Sharpe Ratio
60 days
-0.41
120 days
-0.18
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.00
3 years
-0.00
5 years
--
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+2.79%
5 years
+27.40%
Downside Risk-Adjusted Return
120 days
-35.89%
240 days
-35.89%
Maximum Daily Upside Volatility
60 days
+1.85%
Maximum Daily Downside Volatility
60 days
+1.64%

Liquidity

Average Turnover Rate
60 days
--
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
KeyAI