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Verde Clean Fuels Inc

VGAS
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1.590USD
+0.120+8.16%
Close 06/23, 16:00ETQuotes delayed by 15 min
35.06MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.36
VaR
--
240-Day Maximum Drawdown
+73.59%
240-Day Volatility
+103.07%

Return

Best Daily Return
60 days
+10.47%
120 days
+24.30%
5 years
--
Worst Daily Return
60 days
-14.20%
120 days
-16.48%
5 years
--
Sharpe Ratio
60 days
-0.03
120 days
-0.38
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+73.59%
3 years
+82.49%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.76
3 years
-0.28
5 years
--
Skewness
240 days
+0.73
3 years
+0.97
5 years
--

Volatility

Realised Volatility
240 days
+103.07%
5 years
--
Standardised True Range
240 days
+11.52%
5 years
--
Downside Risk-Adjusted Return
120 days
-70.78%
240 days
-70.78%
Maximum Daily Upside Volatility
60 days
+68.83%
Maximum Daily Downside Volatility
60 days
+52.66%

Liquidity

Average Turnover Rate
60 days
+0.12%
120 days
+0.16%
5 years
--
Turnover Deviation
20 days
+36.10%
60 days
+6.25%
120 days
+38.49%
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