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Sunpower Ord Shs

SPWR
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0.693USD
-0.086-11.08%
Close 06/22, 16:00ETQuotes delayed by 15 min
83.45MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.56
VaR
+7.84%
240-Day Maximum Drawdown
+67.11%
240-Day Volatility
+90.61%

Return

Best Daily Return
60 days
+13.56%
120 days
+13.56%
5 years
+91.70%
Worst Daily Return
60 days
-14.91%
120 days
-14.91%
5 years
-50.00%
Sharpe Ratio
60 days
-2.22
120 days
-2.10
5 years
-0.03

Risk Assessment

Maximum Drawdown
240 days
+67.11%
3 years
+91.76%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.95
3 years
-0.28
5 years
--
Skewness
240 days
+0.34
3 years
+3.29
5 years
+3.67

Volatility

Realised Volatility
240 days
+90.61%
5 years
--
Standardised True Range
240 days
+16.17%
5 years
--
Downside Risk-Adjusted Return
120 days
-317.85%
240 days
-317.85%
Maximum Daily Upside Volatility
60 days
+77.96%
Maximum Daily Downside Volatility
60 days
+62.99%

Liquidity

Average Turnover Rate
60 days
+3.17%
120 days
+2.56%
5 years
--
Turnover Deviation
20 days
+204.71%
60 days
+99.98%
120 days
+61.69%
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