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Lanvin Group Holdings Ltd

LANV
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1.550USD
-0.050-3.13%
Close 06/18, 16:00ETQuotes delayed by 15 min
181.26MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.16
VaR
+7.32%
240-Day Maximum Drawdown
+56.18%
240-Day Volatility
+115.95%

Return

Best Daily Return
60 days
+11.54%
120 days
+28.18%
5 years
+38.58%
Worst Daily Return
60 days
-8.45%
120 days
-21.43%
5 years
-25.05%
Sharpe Ratio
60 days
-0.14
120 days
+0.22
5 years
-0.08

Risk Assessment

Maximum Drawdown
240 days
+56.18%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.57
3 years
-0.22
5 years
-0.17
Skewness
240 days
+0.56
3 years
+0.83
5 years
+0.86

Volatility

Realised Volatility
240 days
+115.95%
5 years
--
Standardised True Range
240 days
+10.82%
5 years
+28.37%
Downside Risk-Adjusted Return
120 days
+35.84%
240 days
+35.84%
Maximum Daily Upside Volatility
60 days
+67.72%
Maximum Daily Downside Volatility
60 days
+73.78%

Liquidity

Average Turnover Rate
60 days
+0.01%
120 days
+0.05%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%
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