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DigiAsia Corp

FAAS
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0.081USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
403.50KMarket Cap
0.23P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.13
VaR
--
240-Day Maximum Drawdown
+96.45%
240-Day Volatility
+263.63%

Return

Best Daily Return
60 days
+26.13%
120 days
+83.24%
5 years
--
Worst Daily Return
60 days
-39.17%
120 days
-39.17%
5 years
--
Sharpe Ratio
60 days
-4.57
120 days
-0.20
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+96.45%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
--
Skewness
240 days
+1.43
3 years
+1.40
5 years
--

Volatility

Realised Volatility
240 days
+263.63%
5 years
--
Standardised True Range
240 days
+151.08%
5 years
--
Downside Risk-Adjusted Return
120 days
-36.74%
240 days
-36.74%
Maximum Daily Upside Volatility
60 days
+235.19%
Maximum Daily Downside Volatility
60 days
+133.31%

Liquidity

Average Turnover Rate
60 days
+112.76%
120 days
+265.80%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%