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Saverone 2014 Ltd

SVRE
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2.620USD
+0.080+3.15%
Close 07/02, 13:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.23
VaR
--
240-Day Maximum Drawdown
+92.91%
240-Day Volatility
+224.51%

Return

Best Daily Return
60 days
+13.87%
120 days
+293.26%
5 years
--
Worst Daily Return
60 days
-16.36%
120 days
-21.76%
5 years
--
Sharpe Ratio
60 days
-0.67
120 days
+1.21
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+92.91%
3 years
+99.98%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.76
3 years
-0.33
5 years
--
Skewness
240 days
+12.70
3 years
+13.65
5 years
--

Volatility

Realised Volatility
240 days
+224.51%
5 years
--
Standardised True Range
240 days
+14.95%
5 years
--
Downside Risk-Adjusted Return
120 days
+683.74%
240 days
+683.74%
Maximum Daily Upside Volatility
60 days
+251.93%
Maximum Daily Downside Volatility
60 days
+107.07%

Liquidity

Average Turnover Rate
60 days
+0.09%
120 days
+0.33%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--