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Purecycle Technologies Inc

PCTTW
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2.500USD
+0.100+4.74%
Close 06/18, 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
2.04
VaR
+12.92%
240-Day Maximum Drawdown
+96.81%
240-Day Volatility
+282.09%

Return

Best Daily Return
60 days
+60.00%
120 days
+168.42%
5 years
+168.42%
Worst Daily Return
60 days
-39.78%
120 days
-39.78%
5 years
-42.07%
Sharpe Ratio
60 days
+3.53
120 days
+1.90
5 years
+0.67

Risk Assessment

Maximum Drawdown
240 days
+96.81%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.44
3 years
-0.13
5 years
-0.10
Skewness
240 days
+3.80
3 years
+3.56
5 years
+3.62

Volatility

Realised Volatility
240 days
+282.09%
5 years
--
Standardised True Range
240 days
+14.03%
5 years
+15.28%
Downside Risk-Adjusted Return
120 days
+424.28%
240 days
+424.28%
Maximum Daily Upside Volatility
60 days
+288.87%
Maximum Daily Downside Volatility
60 days
+237.17%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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