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Parazero Technologies Ltd

PRZO
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0.470USD
-0.034-6.75%
Close 07/02, 13:00ETQuotes delayed by 15 min
9.24MMarket 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
+76.78%
240-Day Volatility
+119.60%

Return

Best Daily Return
60 days
+42.48%
120 days
+42.48%
5 years
--
Worst Daily Return
60 days
-11.18%
120 days
-18.69%
5 years
--
Sharpe Ratio
60 days
-1.15
120 days
-1.05
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+76.78%
3 years
+85.79%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.99
3 years
-0.23
5 years
--
Skewness
240 days
+2.09
3 years
+5.12
5 years
--

Volatility

Realised Volatility
240 days
+119.60%
5 years
--
Standardised True Range
240 days
+22.37%
5 years
--
Downside Risk-Adjusted Return
120 days
-241.50%
240 days
-241.50%
Maximum Daily Upside Volatility
60 days
+194.86%
Maximum Daily Downside Volatility
60 days
+77.91%

Liquidity

Average Turnover Rate
60 days
+16.60%
120 days
+11.82%
5 years
--
Turnover Deviation
20 days
-64.91%
60 days
-6.30%
120 days
-33.29%