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iQSTEL Ord Shs

IQST
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1.200USD
-0.070-5.51%
Close 06/23, 16:00ETQuotes delayed by 15 min
6.09MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.64
VaR
+8.57%
240-Day Maximum Drawdown
+90.33%
240-Day Volatility
+91.35%

Return

Best Daily Return
60 days
+25.14%
120 days
+25.14%
5 years
+65.25%
Worst Daily Return
60 days
-19.20%
120 days
-19.20%
5 years
-29.95%
Sharpe Ratio
60 days
-0.88
120 days
-1.29
5 years
-0.19

Risk Assessment

Maximum Drawdown
240 days
+90.33%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.97
3 years
--
5 years
--
Skewness
240 days
+0.69
3 years
+1.28
5 years
+2.02

Volatility

Realised Volatility
240 days
+91.35%
5 years
--
Standardised True Range
240 days
+24.00%
5 years
--
Downside Risk-Adjusted Return
120 days
-228.98%
240 days
-228.98%
Maximum Daily Upside Volatility
60 days
+95.79%
Maximum Daily Downside Volatility
60 days
+84.19%

Liquidity

Average Turnover Rate
60 days
+10.52%
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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