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Grab Holdings Ltd

GRABW
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0.050USD
-0.001-1.00%
Close 06/22, 16:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.99
VaR
+11.08%
240-Day Maximum Drawdown
+93.02%
240-Day Volatility
+162.77%

Return

Best Daily Return
60 days
+25.31%
120 days
+25.31%
5 years
+64.32%
Worst Daily Return
60 days
-22.62%
120 days
-27.92%
5 years
-35.77%
Sharpe Ratio
60 days
-0.86
120 days
-1.88
5 years
-0.05

Risk Assessment

Maximum Drawdown
240 days
+93.02%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.94
3 years
-0.29
5 years
-0.20
Skewness
240 days
+0.54
3 years
+0.68
5 years
+0.88

Volatility

Realised Volatility
240 days
+162.77%
5 years
--
Standardised True Range
240 days
+62.85%
5 years
+186.53%
Downside Risk-Adjusted Return
120 days
-285.05%
240 days
-285.05%
Maximum Daily Upside Volatility
60 days
+128.58%
Maximum Daily Downside Volatility
60 days
+137.95%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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