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ARB IOT Group Ltd
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4.600USD
-0.150-3.19%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
121.61MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+68.75%
240-Day Volatility
+126.41%
Return
Best Daily Return
60 days
+23.66%
120 days
+23.66%
5 years
--
Worst Daily Return
60 days
-10.97%
120 days
-14.88%
5 years
--
Sharpe Ratio
60 days
+1.21
120 days
-0.14
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+68.75%
3 years
+90.34%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.24
3 years
+0.46
5 years
--
Skewness
240 days
+2.76
3 years
+7.07
5 years
--
Volatility
Realised Volatility
240 days
+126.41%
5 years
--
Standardised True Range
240 days
+11.18%
5 years
--
Downside Risk-Adjusted Return
120 days
-25.98%
240 days
-25.98%
Maximum Daily Upside Volatility
60 days
+86.76%
Maximum Daily Downside Volatility
60 days
+66.57%
Liquidity
Average Turnover Rate
60 days
+0.15%
120 days
+0.10%
5 years
--
Turnover Deviation
20 days
-99.71%
60 days
-98.15%
120 days
-98.78%