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Old Market Capital Corp
OMCCAdd to Watchlist
5.180USD
0.0000.00%
Close 07/01, 16:00（ET）Quotes delayed by 15 min
29.66MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.01
VaR
+4.41%
240-Day Maximum Drawdown
+30.98%
240-Day Volatility
+83.42%
Return
Best Daily Return
60 days
+9.98%
120 days
+11.75%
5 years
+22.98%
Worst Daily Return
60 days
-8.00%
120 days
-9.76%
5 years
-15.14%
Sharpe Ratio
60 days
+0.39
120 days
-0.36
5 years
-0.00
Risk Assessment
Maximum Drawdown
240 days
+30.98%
3 years
+35.88%
5 years
+63.79%
Return-to-Drawdown Ratio
240 days
-0.75
3 years
-0.24
5 years
-0.16
Skewness
240 days
+0.34
3 years
+1.18
5 years
+1.04
Volatility
Realised Volatility
240 days
+83.42%
5 years
+63.27%
Standardised True Range
240 days
+5.98%
5 years
+5.72%
Downside Risk-Adjusted Return
120 days
-64.13%
240 days
-64.13%
Maximum Daily Upside Volatility
60 days
+66.69%
Maximum Daily Downside Volatility
60 days
+79.99%
Liquidity
Average Turnover Rate
60 days
+0.05%
120 days
+0.05%
5 years
--
Turnover Deviation
20 days
-86.75%
60 days
-50.04%
120 days
-47.48%