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Tecogen Ord Shs
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4.480USD
-0.450-9.13%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
135.23MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
2.10
VaR
+9.38%
240-Day Maximum Drawdown
+83.43%
240-Day Volatility
+127.00%
Return
Best Daily Return
60 days
+27.37%
120 days
+27.37%
5 years
+33.56%
Worst Daily Return
60 days
-16.81%
120 days
-29.58%
5 years
-29.58%
Sharpe Ratio
60 days
+2.29
120 days
+0.62
5 years
+0.70
Risk Assessment
Maximum Drawdown
240 days
+83.43%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.50
3 years
--
5 years
--
Skewness
240 days
+0.78
3 years
+0.76
5 years
+0.57
Volatility
Realised Volatility
240 days
+127.00%
5 years
--
Standardised True Range
240 days
+15.04%
5 years
--
Downside Risk-Adjusted Return
120 days
+97.74%
240 days
+97.74%
Maximum Daily Upside Volatility
60 days
+110.68%
Maximum Daily Downside Volatility
60 days
+77.14%
Liquidity
Average Turnover Rate
60 days
+1.98%
120 days
+1.84%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--