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TMD Energy Ltd

TMDE
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0.727USD
-0.005-0.71%
Close 06/18, 16:00ETQuotes delayed by 15 min
17.13MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+83.91%
240-Day Volatility
+229.79%

Return

Best Daily Return
60 days
+76.42%
120 days
+231.82%
5 years
--
Worst Daily Return
60 days
-24.18%
120 days
-45.30%
5 years
--
Sharpe Ratio
60 days
-0.26
120 days
+1.39
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+83.91%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.42
3 years
--
5 years
--
Skewness
240 days
+7.74
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+229.79%
5 years
--
Standardised True Range
240 days
+21.35%
5 years
--
Downside Risk-Adjusted Return
120 days
+498.11%
240 days
+498.11%
Maximum Daily Upside Volatility
60 days
+245.31%
Maximum Daily Downside Volatility
60 days
+128.21%

Liquidity

Average Turnover Rate
60 days
+12.48%
120 days
+21.17%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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