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ZimVie Inc

ZIMV
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18.990USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
535.46MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.06
VaR
--
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+0.53%
120 days
+122.27%
5 years
--
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
--
Sharpe Ratio
60 days
-2.00
120 days
+0.14
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
--
Skewness
240 days
+3.12
3 years
+3.34
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
+14.87%
240 days
+14.87%
Maximum Daily Upside Volatility
60 days
+205.39%
Maximum Daily Downside Volatility
60 days
+204.75%

Liquidity

Average Turnover Rate
60 days
+1.94%
120 days
+1.26%
5 years
--
Turnover Deviation
20 days
+15.60%
60 days
+83.68%
120 days
+19.02%
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