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OMS Energy Technologies Inc

OMSE
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4.030USD
-0.030-0.74%
Close 06/22, 16:00ETQuotes delayed by 15 min
171.07MMarket 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
+57.01%
240-Day Volatility
+80.50%

Return

Best Daily Return
60 days
+5.49%
120 days
+10.81%
5 years
--
Worst Daily Return
60 days
-7.09%
120 days
-11.09%
5 years
--
Sharpe Ratio
60 days
-1.00
120 days
-0.05
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+57.01%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.78
3 years
--
5 years
--
Skewness
240 days
+1.17
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+80.50%
5 years
--
Standardised True Range
240 days
+8.38%
5 years
--
Downside Risk-Adjusted Return
120 days
-7.59%
240 days
-7.59%
Maximum Daily Upside Volatility
60 days
+36.09%
Maximum Daily Downside Volatility
60 days
+29.59%

Liquidity

Average Turnover Rate
60 days
+0.03%
120 days
+0.04%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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