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VivoPower International PLC

VVPR
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2.070USD
0.0000.00%
Close 06/23, 16:00ETQuotes delayed by 15 min
91.51MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-1.58
VaR
+11.14%
240-Day Maximum Drawdown
+82.39%
240-Day Volatility
+159.37%

Return

Best Daily Return
60 days
+48.59%
120 days
+48.59%
5 years
+306.90%
Worst Daily Return
60 days
-25.77%
120 days
-35.02%
5 years
-48.55%
Sharpe Ratio
60 days
-0.07
120 days
-0.51
5 years
+0.31

Risk Assessment

Maximum Drawdown
240 days
+82.39%
3 years
+92.00%
5 years
+99.19%
Return-to-Drawdown Ratio
240 days
-0.57
3 years
-0.15
5 years
-0.20
Skewness
240 days
+0.59
3 years
+11.15
5 years
+12.26

Volatility

Realised Volatility
240 days
+159.37%
5 years
+168.40%
Standardised True Range
240 days
+25.49%
5 years
+49.26%
Downside Risk-Adjusted Return
120 days
-83.44%
240 days
-83.44%
Maximum Daily Upside Volatility
60 days
+167.90%
Maximum Daily Downside Volatility
60 days
+91.38%

Liquidity

Average Turnover Rate
60 days
+112.51%
120 days
+309.11%
5 years
--
Turnover Deviation
20 days
-10.18%
60 days
-25.79%
120 days
+103.89%
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