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Hudson Global Inc
HSONAdd to Watchlist
9.875USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
27.21MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.37
VaR
+4.73%
240-Day Maximum Drawdown
+49.30%
240-Day Volatility
+59.63%
Return
Best Daily Return
60 days
+5.79%
120 days
+13.36%
5 years
+18.85%
Worst Daily Return
60 days
-6.45%
120 days
-12.83%
5 years
-21.99%
Sharpe Ratio
60 days
+1.33
120 days
-0.05
5 years
+0.27
Risk Assessment
Maximum Drawdown
240 days
+49.30%
3 years
+77.55%
5 years
+79.52%
Return-to-Drawdown Ratio
240 days
-0.75
3 years
-0.31
5 years
-0.01
Skewness
240 days
+0.25
3 years
-0.50
5 years
+0.26
Volatility
Realised Volatility
240 days
+59.63%
5 years
+61.36%
Standardised True Range
240 days
+4.76%
5 years
+9.80%
Downside Risk-Adjusted Return
120 days
-6.11%
240 days
-6.11%
Maximum Daily Upside Volatility
60 days
+35.45%
Maximum Daily Downside Volatility
60 days
+35.81%
Liquidity
Average Turnover Rate
60 days
+0.53%
120 days
+0.35%
5 years
--
Turnover Deviation
20 days
+138.77%
60 days
+98.32%
120 days
+30.08%
