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JBDI Holdings Ltd

JBDI
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1.320USD
+0.710+116.39%
Close 06/30, 16:00ETQuotes delayed by 15 min
25.42MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+82.15%
240-Day Volatility
+162.30%

Return

Best Daily Return
60 days
+30.02%
120 days
+33.33%
5 years
--
Worst Daily Return
60 days
-17.22%
120 days
-17.22%
5 years
--
Sharpe Ratio
60 days
+0.74
120 days
+0.25
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+82.15%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.48
3 years
--
5 years
--
Skewness
240 days
+6.26
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+162.30%
5 years
--
Standardised True Range
240 days
+18.22%
5 years
--
Downside Risk-Adjusted Return
120 days
+50.79%
240 days
+50.79%
Maximum Daily Upside Volatility
60 days
+125.49%
Maximum Daily Downside Volatility
60 days
+109.34%

Liquidity

Average Turnover Rate
60 days
+0.85%
120 days
+1.52%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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