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BrilliA Inc

BRIA
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1.520USD
+0.005+0.34%
Close 07/02, 13:00ETQuotes delayed by 15 min
46.55MMarket Cap
18.41P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+24.55%
120 days
+24.55%
5 years
--
Worst Daily Return
60 days
-30.82%
120 days
-30.82%
5 years
--
Sharpe Ratio
60 days
+0.05
120 days
-0.01
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.36
3 years
--
5 years
--
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+11.77%
5 years
--
Downside Risk-Adjusted Return
120 days
-0.77%
240 days
-0.77%
Maximum Daily Upside Volatility
60 days
+111.51%
Maximum Daily Downside Volatility
60 days
+95.62%

Liquidity

Average Turnover Rate
60 days
+0.10%
120 days
+0.06%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--