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HSBC Holdings PLC
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107.140USD
+0.680+0.64%
Close 09-04 16:00（ET）
368.04BMarket Cap
17.40P/E TTM
Beta vs S&P 500 index
0.56
VaR
+2.49%
240-Day Maximum Drawdown
+18.57%
240-Day Volatility
+29.87%
Return
Best Daily Return
60 days
+5.29%
120 days
+6.01%
5 years
+8.77%
Worst Daily Return
60 days
-3.56%
120 days
-3.56%
5 years
-8.89%
Sharpe Ratio
60 days
+3.23
120 days
+2.51
5 years
+1.39
Risk Assessment
Maximum Drawdown
240 days
+18.57%
3 years
+24.20%
5 years
+34.61%
Return-to-Drawdown Ratio
240 days
+2.86
3 years
+2.63
5 years
+1.60
Skewness
240 days
+0.24
3 years
-0.63
5 years
-0.30
Volatility
Realised Volatility
240 days
+29.87%
5 years
+28.01%
Standardised True Range
240 days
+1.63%
5 years
+0.86%
Downside Risk-Adjusted Return
120 days
+484.78%
240 days
+484.78%
Maximum Daily Upside Volatility
60 days
+21.30%
Maximum Daily Downside Volatility
60 days
+20.72%
Liquidity
Average Turnover Rate
60 days
+0.01%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
-40.05%
60 days
-26.07%
120 days
-8.75%