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Euro Tech Holdings Company Ltd
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1.700USD
-0.120-6.59%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
12.66MMarket Cap
17.87P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.96
VaR
+5.76%
240-Day Maximum Drawdown
+34.81%
240-Day Volatility
+119.10%
Return
Best Daily Return
60 days
+30.83%
120 days
+30.83%
5 years
+38.36%
Worst Daily Return
60 days
-13.50%
120 days
-13.50%
5 years
-19.38%
Sharpe Ratio
60 days
+1.96
120 days
+1.22
5 years
+0.26
Risk Assessment
Maximum Drawdown
240 days
+34.81%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.92
3 years
+0.04
5 years
-0.04
Skewness
240 days
+2.13
3 years
+1.64
5 years
+1.57
Volatility
Realised Volatility
240 days
+119.10%
5 years
--
Standardised True Range
240 days
+4.96%
5 years
+5.84%
Downside Risk-Adjusted Return
120 days
+299.03%
240 days
+299.03%
Maximum Daily Upside Volatility
60 days
+265.80%
Maximum Daily Downside Volatility
60 days
+104.53%
Liquidity
Average Turnover Rate
60 days
+0.09%
120 days
+0.37%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--