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Quantumscape Corp

QS
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8.040USD
+1.140+16.52%
Close 06/18, 16:00ETQuotes delayed by 15 min
4.95BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.62
VaR
+7.20%
240-Day Maximum Drawdown
+67.68%
240-Day Volatility
+99.66%

Return

Best Daily Return
60 days
+16.52%
120 days
+16.52%
5 years
+43.08%
Worst Daily Return
60 days
-15.53%
120 days
-15.53%
5 years
-20.70%
Sharpe Ratio
60 days
+1.08
120 days
-0.66
5 years
+0.17

Risk Assessment

Maximum Drawdown
240 days
+67.68%
3 years
+67.68%
5 years
+91.45%
Return-to-Drawdown Ratio
240 days
+0.22
3 years
+0.00
5 years
-0.14
Skewness
240 days
+0.68
3 years
+2.05
5 years
+1.51

Volatility

Realised Volatility
240 days
+99.66%
5 years
+84.32%
Standardised True Range
240 days
+10.73%
5 years
+9.08%
Downside Risk-Adjusted Return
120 days
-106.38%
240 days
-106.38%
Maximum Daily Upside Volatility
60 days
+86.14%
Maximum Daily Downside Volatility
60 days
+55.05%

Liquidity

Average Turnover Rate
60 days
+3.92%
120 days
+3.19%
5 years
--
Turnover Deviation
20 days
+11.03%
60 days
+2.27%
120 days
-16.85%
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