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AMTD Digital Inc
HKDAdd to Watchlist
1.590USD
-0.040-2.44%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
313.27MMarket Cap
2.74P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.99
VaR
--
240-Day Maximum Drawdown
+56.95%
240-Day Volatility
+110.08%
Return
Best Daily Return
60 days
+6.51%
120 days
+11.76%
5 years
--
Worst Daily Return
60 days
-6.59%
120 days
-16.57%
5 years
--
Sharpe Ratio
60 days
-0.36
120 days
+0.81
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+56.95%
3 years
+80.06%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.21
3 years
-0.30
5 years
--
Skewness
240 days
+7.71
3 years
+4.89
5 years
--
Volatility
Realised Volatility
240 days
+110.08%
5 years
--
Standardised True Range
240 days
+7.32%
5 years
--
Downside Risk-Adjusted Return
120 days
+105.43%
240 days
+105.43%
Maximum Daily Upside Volatility
60 days
+45.28%
Maximum Daily Downside Volatility
60 days
+29.21%
Liquidity
Average Turnover Rate
60 days
+0.37%
120 days
+0.68%
5 years
--
Turnover Deviation
20 days
-84.14%
60 days
-82.84%
120 days
-68.28%