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TPI Composites Inc

TPIC
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0.127USD
0.0000.00%
Close 06/22, 16:00ETQuotes delayed by 15 min
6.19MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.89
VaR
+9.09%
240-Day Maximum Drawdown
+97.42%
240-Day Volatility
+170.44%

Return

Best Daily Return
60 days
+89.94%
120 days
+89.94%
5 years
+96.72%
Worst Daily Return
60 days
-54.00%
120 days
-54.00%
5 years
-54.00%
Sharpe Ratio
60 days
-2.06
120 days
-1.27
5 years
-0.36

Risk Assessment

Maximum Drawdown
240 days
+97.42%
3 years
+99.12%
5 years
+99.84%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
+3.31
3 years
+3.16
5 years
+3.11

Volatility

Realised Volatility
240 days
+170.44%
5 years
+112.46%
Standardised True Range
240 days
+145.17%
5 years
+878.58%
Downside Risk-Adjusted Return
120 days
-174.37%
240 days
-174.37%
Maximum Daily Upside Volatility
60 days
+394.26%
Maximum Daily Downside Volatility
60 days
+190.86%

Liquidity

Average Turnover Rate
60 days
+33.12%
120 days
+17.39%
5 years
--
Turnover Deviation
20 days
+1325.34%
60 days
+406.45%
120 days
+165.90%
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