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Radius Recycling Inc

RDUS
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30.000USD
0.0000.00%
Close 06/22, 16:00ETQuotes delayed by 15 min
847.74MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.00
VaR
+4.79%
240-Day Maximum Drawdown
+46.80%
240-Day Volatility
+91.97%

Return

Best Daily Return
60 days
+1.00%
120 days
+103.59%
5 years
+103.59%
Worst Daily Return
60 days
-0.40%
120 days
-7.66%
5 years
-22.75%
Sharpe Ratio
60 days
+3.83
120 days
+1.83
5 years
+0.46

Risk Assessment

Maximum Drawdown
240 days
+46.80%
3 years
+70.43%
5 years
+81.32%
Return-to-Drawdown Ratio
240 days
+1.61
3 years
-0.08
5 years
+0.12
Skewness
240 days
+11.08
3 years
+12.73
5 years
+11.37

Volatility

Realised Volatility
240 days
+91.97%
5 years
+60.55%
Standardised True Range
240 days
+2.33%
5 years
+4.60%
Downside Risk-Adjusted Return
120 days
+1082.29%
240 days
+1082.29%
Maximum Daily Upside Volatility
60 days
+3.74%
Maximum Daily Downside Volatility
60 days
+4.00%

Liquidity

Average Turnover Rate
60 days
+2.48%
120 days
+2.65%
5 years
--
Turnover Deviation
20 days
+82.07%
60 days
+102.25%
120 days
+116.55%
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