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Fenbo Holdings Ltd

FEBO
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0.953USD
-0.130-12.75%
Close 06/18, 16:00ETQuotes delayed by 15 min
10.54MMarket 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
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+21.87%
120 days
+21.87%
5 years
--
Worst Daily Return
60 days
-14.99%
120 days
-14.99%
5 years
--
Sharpe Ratio
60 days
-0.36
120 days
-0.43
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+0.06
3 years
--
5 years
--
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+9.36%
5 years
--
Downside Risk-Adjusted Return
120 days
-63.89%
240 days
-63.89%
Maximum Daily Upside Volatility
60 days
+97.41%
Maximum Daily Downside Volatility
60 days
+75.01%

Liquidity

Average Turnover Rate
60 days
+0.08%
120 days
+0.12%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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