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Jeffs Brands Ltd

JFBR
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3.080USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
3.90MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.61
VaR
--
240-Day Maximum Drawdown
+99.38%
240-Day Volatility
+211.60%

Return

Best Daily Return
60 days
+131.18%
120 days
+131.18%
5 years
--
Worst Daily Return
60 days
-36.64%
120 days
-36.64%
5 years
--
Sharpe Ratio
60 days
-0.55
120 days
-1.62
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+99.38%
3 years
+99.99%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.99
3 years
-0.33
5 years
--
Skewness
240 days
+4.44
3 years
+3.93
5 years
--

Volatility

Realised Volatility
240 days
+211.60%
5 years
--
Standardised True Range
240 days
+324.55%
5 years
--
Downside Risk-Adjusted Return
120 days
-381.17%
240 days
-381.17%
Maximum Daily Upside Volatility
60 days
+523.88%
Maximum Daily Downside Volatility
60 days
+253.69%

Liquidity

Average Turnover Rate
60 days
+30.11%
120 days
+130.68%
5 years
--
Turnover Deviation
20 days
-99.52%
60 days
-95.13%
120 days
-78.87%