Search
Integrated Media Technology Ltd
IMTEAdd to Watchlist
0.503USD
+0.044+9.68%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
1.72MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.25
VaR
+9.48%
240-Day Maximum Drawdown
+69.44%
240-Day Volatility
+158.17%
Return
Best Daily Return
60 days
+23.49%
120 days
+29.77%
5 years
+288.96%
Worst Daily Return
60 days
-22.00%
120 days
-22.00%
5 years
-67.50%
Sharpe Ratio
60 days
+0.13
120 days
+0.50
5 years
+0.07
Risk Assessment
Maximum Drawdown
240 days
+69.44%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.92
3 years
-0.27
5 years
-0.20
Skewness
240 days
+1.48
3 years
+16.90
5 years
+14.23
Volatility
Realised Volatility
240 days
+158.17%
5 years
--
Standardised True Range
240 days
+17.63%
5 years
+425.66%
Downside Risk-Adjusted Return
120 days
+83.00%
240 days
+83.00%
Maximum Daily Upside Volatility
60 days
+125.79%
Maximum Daily Downside Volatility
60 days
+85.36%
Liquidity
Average Turnover Rate
60 days
+55.10%
120 days
+374.94%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%