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Wearable Devices Ltd

WLDS
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0.640USD
-0.207-24.47%
Close 06/18, 16:00ETQuotes delayed by 15 min
2.99MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
3.03
VaR
--
240-Day Maximum Drawdown
+97.62%
240-Day Volatility
+261.10%

Return

Best Daily Return
60 days
+26.52%
120 days
+26.52%
5 years
--
Worst Daily Return
60 days
-20.70%
120 days
-20.70%
5 years
--
Sharpe Ratio
60 days
-1.85
120 days
-3.13
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+97.62%
3 years
+99.81%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.87
3 years
-0.33
5 years
--
Skewness
240 days
+13.61
3 years
+17.99
5 years
--

Volatility

Realised Volatility
240 days
+261.10%
5 years
--
Standardised True Range
240 days
+113.45%
5 years
--
Downside Risk-Adjusted Return
120 days
-525.21%
240 days
-525.21%
Maximum Daily Upside Volatility
60 days
+298.33%
Maximum Daily Downside Volatility
60 days
+96.92%

Liquidity

Average Turnover Rate
60 days
+224.03%
120 days
+122.82%
5 years
--
Turnover Deviation
20 days
-74.47%
60 days
-21.50%
120 days
-56.96%
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