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Paysafe Ltd

PSFE_t
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0.009USD
0.0000.00%
Close 07/02, 13:00ETQuotes 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
1.76
VaR
+15.38%
240-Day Maximum Drawdown
+77.89%
240-Day Volatility
+334.70%

Return

Best Daily Return
60 days
+62.16%
120 days
+62.16%
5 years
+126.70%
Worst Daily Return
60 days
-27.98%
120 days
-35.79%
5 years
-47.89%
Sharpe Ratio
60 days
-0.80
120 days
+0.56
5 years
+0.00

Risk Assessment

Maximum Drawdown
240 days
+77.89%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.89
3 years
-0.28
5 years
-0.20
Skewness
240 days
+0.97
3 years
+2.28
5 years
+2.07

Volatility

Realised Volatility
240 days
+334.70%
5 years
--
Standardised True Range
240 days
+56.71%
5 years
+843.00%
Downside Risk-Adjusted Return
120 days
+106.74%
240 days
+106.74%
Maximum Daily Upside Volatility
60 days
+210.00%
Maximum Daily Downside Volatility
60 days
+194.10%

Liquidity

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