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K Wave Media Ord Shs

KWM
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0.150USD
+0.003+2.18%
Close 07/02, 13:00ETQuotes delayed by 15 min
494.77KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.26
VaR
--
240-Day Maximum Drawdown
+96.65%
240-Day Volatility
+143.62%

Return

Best Daily Return
60 days
+15.50%
120 days
+25.23%
5 years
--
Worst Daily Return
60 days
-33.83%
120 days
-33.83%
5 years
--
Sharpe Ratio
60 days
-2.98
120 days
-1.32
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+96.65%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-1.00
3 years
--
5 years
--
Skewness
240 days
-0.39
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+143.62%
5 years
--
Standardised True Range
240 days
+85.46%
5 years
--
Downside Risk-Adjusted Return
120 days
-168.38%
240 days
-168.38%
Maximum Daily Upside Volatility
60 days
+135.00%
Maximum Daily Downside Volatility
60 days
+122.36%

Liquidity

Average Turnover Rate
60 days
+1.01%
120 days
--
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--