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Siyata Mobile Inc

SYTA
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3.070USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
21.89MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.14
VaR
+12.00%
240-Day Maximum Drawdown
+94.68%
240-Day Volatility
+239.88%

Return

Best Daily Return
60 days
+37.61%
120 days
+100.00%
5 years
+100.00%
Worst Daily Return
60 days
-12.74%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-0.69
120 days
-0.35
5 years
-0.69

Risk Assessment

Maximum Drawdown
240 days
+94.68%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.74
3 years
-0.33
5 years
-0.20
Skewness
240 days
+0.21
3 years
+0.03
5 years
+0.66

Volatility

Realised Volatility
240 days
+239.88%
5 years
+192.29%
Standardised True Range
240 days
+26.38%
5 years
+684945.24%
Downside Risk-Adjusted Return
120 days
-38.08%
240 days
-38.08%
Maximum Daily Upside Volatility
60 days
+150.09%
Maximum Daily Downside Volatility
60 days
+59.92%

Liquidity

Average Turnover Rate
60 days
+59.04%
120 days
+189.27%
5 years
--
Turnover Deviation
20 days
-99.89%
60 days
-99.63%
120 days
-98.82%
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