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NOVONIX Ltd
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0.530USD
-0.024-4.24%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
105.79MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
2.52
VaR
--
240-Day Maximum Drawdown
+81.96%
240-Day Volatility
+119.35%
Return
Best Daily Return
60 days
+21.43%
120 days
+21.43%
5 years
--
Worst Daily Return
60 days
-21.32%
120 days
-21.32%
5 years
--
Sharpe Ratio
60 days
-0.63
120 days
-1.09
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+81.96%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.65
3 years
-0.27
5 years
--
Skewness
240 days
+1.04
3 years
+1.24
5 years
--
Volatility
Realised Volatility
240 days
+119.35%
5 years
--
Standardised True Range
240 days
+22.03%
5 years
--
Downside Risk-Adjusted Return
120 days
-170.16%
240 days
-170.16%
Maximum Daily Upside Volatility
60 days
+79.03%
Maximum Daily Downside Volatility
60 days
+74.57%
Liquidity
Average Turnover Rate
60 days
+0.11%
120 days
+0.25%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
