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Roma Green Finance Ltd
ROMAAdd to Watchlist
8.165USD
-0.525-6.04%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
486.34MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+69.12%
240-Day Volatility
+228.23%
Return
Best Daily Return
60 days
+32.21%
120 days
+66.21%
5 years
--
Worst Daily Return
60 days
-31.27%
120 days
-39.04%
5 years
--
Sharpe Ratio
60 days
+1.62
120 days
+2.35
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+69.12%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+2.19
3 years
--
5 years
--
Skewness
240 days
+1.36
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+228.23%
5 years
--
Standardised True Range
240 days
+7.16%
5 years
--
Downside Risk-Adjusted Return
120 days
+399.17%
240 days
+399.17%
Maximum Daily Upside Volatility
60 days
+145.71%
Maximum Daily Downside Volatility
60 days
+138.71%
Liquidity
Average Turnover Rate
60 days
+1.04%
120 days
+2.93%
5 years
--
Turnover Deviation
20 days
-57.83%
60 days
-15.10%
120 days
+139.83%
