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TNL Mediagene

TNMG
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0.612USD
-0.040-6.09%
Close 07/02, 13:00ETQuotes delayed by 15 min
1.56MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.85
VaR
--
240-Day Maximum Drawdown
+95.55%
240-Day Volatility
+379.42%

Return

Best Daily Return
60 days
+106.97%
120 days
+106.97%
5 years
--
Worst Daily Return
60 days
-35.69%
120 days
-35.69%
5 years
--
Sharpe Ratio
60 days
-0.72
120 days
-0.38
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+95.55%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
+0.42
3 years
-0.31
5 years
--
Skewness
240 days
+15.34
3 years
+26.22
5 years
--

Volatility

Realised Volatility
240 days
+379.42%
5 years
--
Standardised True Range
240 days
+69.53%
5 years
--
Downside Risk-Adjusted Return
120 days
-99.59%
240 days
-99.59%
Maximum Daily Upside Volatility
60 days
+365.55%
Maximum Daily Downside Volatility
60 days
+189.40%

Liquidity

Average Turnover Rate
60 days
+24.10%
120 days
+13.23%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%