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Global Blue Group Holding Ltd
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7.490USD
0.0000.00%
Close 06/24, 16:00（ET）Quotes delayed by 15 min
1.49BMarket Cap
29.36P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.48
VaR
+5.46%
240-Day Maximum Drawdown
+21.64%
240-Day Volatility
+50.50%
Return
Best Daily Return
60 days
+1.50%
120 days
+1.50%
5 years
+18.71%
Worst Daily Return
60 days
-1.88%
120 days
-1.88%
5 years
-21.72%
Sharpe Ratio
60 days
+0.42
120 days
+0.82
5 years
+0.23
Risk Assessment
Maximum Drawdown
240 days
+21.64%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+2.30
3 years
+0.21
5 years
-0.02
Skewness
240 days
+0.66
3 years
+0.82
5 years
+0.45
Volatility
Realised Volatility
240 days
+50.50%
5 years
--
Standardised True Range
240 days
+2.63%
5 years
+4.75%
Downside Risk-Adjusted Return
120 days
+83.07%
240 days
+83.07%
Maximum Daily Upside Volatility
60 days
+4.42%
Maximum Daily Downside Volatility
60 days
+7.92%
Liquidity
Average Turnover Rate
60 days
+0.04%
120 days
+0.10%
5 years
--
Turnover Deviation
20 days
-51.58%
60 days
-33.14%
120 days
+52.56%
