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FBS Global Ltd

FBGL
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0.491USD
-0.028-5.46%
Close 07/02, 13:00ETQuotes delayed by 15 min
6.63MMarket 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
+72.46%
240-Day Volatility
+159.41%

Return

Best Daily Return
60 days
+13.64%
120 days
+26.28%
5 years
--
Worst Daily Return
60 days
-12.85%
120 days
-38.28%
5 years
--
Sharpe Ratio
60 days
-0.38
120 days
-0.14
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+72.46%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.29
3 years
--
5 years
--
Skewness
240 days
-0.35
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+159.41%
5 years
--
Standardised True Range
240 days
+17.95%
5 years
--
Downside Risk-Adjusted Return
120 days
-17.59%
240 days
-17.59%
Maximum Daily Upside Volatility
60 days
+83.10%
Maximum Daily Downside Volatility
60 days
+81.75%

Liquidity

Average Turnover Rate
60 days
+1.06%
120 days
+7.39%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--