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Creative Global Technology Holdings Ltd

CGTL
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0.351USD
-0.020-5.44%
Close 07/02, 13:00ETQuotes delayed by 15 min
9.03MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+94.66%
240-Day Volatility
+288.36%

Return

Best Daily Return
60 days
+151.49%
120 days
+151.49%
5 years
--
Worst Daily Return
60 days
-53.87%
120 days
-53.87%
5 years
--
Sharpe Ratio
60 days
-0.05
120 days
+0.63
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+94.66%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.73
3 years
--
5 years
--
Skewness
240 days
+4.19
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+288.36%
5 years
--
Standardised True Range
240 days
+77.86%
5 years
--
Downside Risk-Adjusted Return
120 days
+143.69%
240 days
+143.69%
Maximum Daily Upside Volatility
60 days
+520.71%
Maximum Daily Downside Volatility
60 days
+202.23%

Liquidity

Average Turnover Rate
60 days
+43.50%
120 days
+25.10%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--