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RumbleOn Inc

RMBL
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3.210USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
122.09MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.94
VaR
+7.29%
240-Day Maximum Drawdown
+78.43%
240-Day Volatility
+99.56%

Return

Best Daily Return
60 days
+60.50%
120 days
+60.50%
5 years
+60.50%
Worst Daily Return
60 days
-10.04%
120 days
-13.67%
5 years
-33.93%
Sharpe Ratio
60 days
+1.31
120 days
+0.08
5 years
-0.15

Risk Assessment

Maximum Drawdown
240 days
+78.43%
3 years
+91.81%
5 years
+97.37%
Return-to-Drawdown Ratio
240 days
-0.44
3 years
-0.30
5 years
-0.19
Skewness
240 days
+3.62
3 years
+1.44
5 years
+1.50

Volatility

Realised Volatility
240 days
+99.56%
5 years
+89.49%
Standardised True Range
240 days
+10.20%
5 years
+37.91%
Downside Risk-Adjusted Return
120 days
+23.18%
240 days
+23.18%
Maximum Daily Upside Volatility
60 days
+159.63%
Maximum Daily Downside Volatility
60 days
+62.57%

Liquidity

Average Turnover Rate
60 days
+2.05%
120 days
+1.20%
5 years
--
Turnover Deviation
20 days
+528.91%
60 days
+155.82%
120 days
+49.19%
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