E Split Maximum Drawdown
| ENS Stock | | | CAD 17.46 -0.06 -0.34% |
Historical market data for E Split Corp forms the basis of the Maximum Drawdown indicator shown here. The indicator computation uses normalized market activity data. E Split has a market cap of 426.04 M, operating margin of 89.85%, ROE of 49.71%.
Investing Opportunities adds portfolio-level perspective. The allocation includes a position in E Split Corp. The position falls within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.
E Split Corp has current Maximum Drawdown of 6.14. Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 6.14 | |
| MAX | = | Maximum notation for the range of returns on E Split |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
E Split Corp is rated
below average in maximum drawdown compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
1.00 in Maximum Drawdown for each unit of Maximum Drawdown.
The MDD is one of the most important risk measures. It measures the loss in any losing period and is usually defined as the percent retrenchment from an asset peak value to the valley value. Maximum drawdown encompasses both the period from the peak to the valley (length), and the time from the valley to a new high (recovery). It measures the largest percentage drawdown that has occurred in a given time period.
Compare E Split to Peers
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