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EpicQuest Education Group International Ltd

EEIQ
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2.640USD
-0.220-7.69%
Close 07/02, 13:00ETQuotes delayed by 15 min
3.86MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.80
VaR
+10.66%
240-Day Maximum Drawdown
+90.37%
240-Day Volatility
+221.47%

Return

Best Daily Return
60 days
+21.51%
120 days
+209.15%
5 years
+209.15%
Worst Daily Return
60 days
-23.11%
120 days
-31.47%
5 years
-40.32%
Sharpe Ratio
60 days
-2.94
120 days
+0.55
5 years
+0.24

Risk Assessment

Maximum Drawdown
240 days
+90.37%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.79
3 years
-0.29
5 years
-0.19
Skewness
240 days
+8.41
3 years
+9.80
5 years
+8.22

Volatility

Realised Volatility
240 days
+221.47%
5 years
--
Standardised True Range
240 days
+29.46%
5 years
+97.54%
Downside Risk-Adjusted Return
120 days
+186.79%
240 days
+186.79%
Maximum Daily Upside Volatility
60 days
+266.31%
Maximum Daily Downside Volatility
60 days
+101.50%

Liquidity

Average Turnover Rate
60 days
+166.95%
120 days
+85.36%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--