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Zooz Power Ltd

ZOOZ
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5.610USD
+0.100+1.81%
Close 06/18, 16:00ETQuotes delayed by 15 min
33.17MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.75
VaR
--
240-Day Maximum Drawdown
+92.51%
240-Day Volatility
+341.33%

Return

Best Daily Return
60 days
+1900.00%
120 days
+1900.00%
5 years
--
Worst Daily Return
60 days
-9.66%
120 days
-11.32%
5 years
--
Sharpe Ratio
60 days
+2.02
120 days
+1.42
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+92.51%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+5.05
3 years
--
5 years
--
Skewness
240 days
+15.40
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+341.33%
5 years
--
Standardised True Range
240 days
+3.55%
5 years
--
Downside Risk-Adjusted Return
120 days
+9433.12%
240 days
+9433.12%
Maximum Daily Upside Volatility
60 days
+4505.79%
Maximum Daily Downside Volatility
60 days
+3383.29%

Liquidity

Average Turnover Rate
60 days
+0.07%
120 days
+0.10%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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