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Lucas GC Ltd

LGCL
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1.650USD
-0.200-10.81%
Close 07/02, 13:00ETQuotes delayed by 15 min
4.60MMarket Cap
2.84P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+98.25%
240-Day Volatility
+209.55%

Return

Best Daily Return
60 days
+117.21%
120 days
+117.21%
5 years
--
Worst Daily Return
60 days
-34.23%
120 days
-34.23%
5 years
--
Sharpe Ratio
60 days
+1.03
120 days
+0.43
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+98.25%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.98
3 years
--
5 years
--
Skewness
240 days
+3.83
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+209.55%
5 years
--
Standardised True Range
240 days
+52.33%
5 years
--
Downside Risk-Adjusted Return
120 days
+104.25%
240 days
+104.25%
Maximum Daily Upside Volatility
60 days
+448.10%
Maximum Daily Downside Volatility
60 days
+162.38%

Liquidity

Average Turnover Rate
60 days
+3.20%
120 days
+1.63%
5 years
--
Turnover Deviation
20 days
+553.98%
60 days
+125.50%
120 days
+14.82%