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Nova Minerals Ltd

NVA
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4.910USD
-0.030-0.61%
Close 07/02, 13:00ETQuotes delayed by 15 min
1.59BMarket 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
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+14.02%
120 days
+14.60%
5 years
--
Worst Daily Return
60 days
-12.83%
120 days
-13.52%
5 years
--
Sharpe Ratio
60 days
-0.01
120 days
-0.21
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+1.02
3 years
--
5 years
--
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+15.07%
5 years
--
Downside Risk-Adjusted Return
120 days
-33.57%
240 days
-33.57%
Maximum Daily Upside Volatility
60 days
+83.09%
Maximum Daily Downside Volatility
60 days
+72.52%

Liquidity

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