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Anghami Inc

ANGH
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5.690USD
-0.210-3.56%
Close 06/18, 16:00ETQuotes delayed by 15 min
38.06MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.06
VaR
+9.08%
240-Day Maximum Drawdown
+64.22%
240-Day Volatility
+143.09%

Return

Best Daily Return
60 days
+16.39%
120 days
+62.50%
5 years
+161.36%
Worst Daily Return
60 days
-11.17%
120 days
-13.33%
5 years
-47.47%
Sharpe Ratio
60 days
+3.90
120 days
+1.92
5 years
+0.19

Risk Assessment

Maximum Drawdown
240 days
+64.22%
3 years
+92.70%
5 years
+94.48%
Return-to-Drawdown Ratio
240 days
+0.28
3 years
-0.17
5 years
-0.09
Skewness
240 days
+3.07
3 years
+3.98
5 years
+6.41

Volatility

Realised Volatility
240 days
+143.09%
5 years
+179.20%
Standardised True Range
240 days
+5.65%
5 years
+14.54%
Downside Risk-Adjusted Return
120 days
+469.90%
240 days
+469.90%
Maximum Daily Upside Volatility
60 days
+138.10%
Maximum Daily Downside Volatility
60 days
+71.83%

Liquidity

Average Turnover Rate
60 days
+0.02%
120 days
+0.64%
5 years
--
Turnover Deviation
20 days
-90.04%
60 days
-95.53%
120 days
+67.34%
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