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LUXE.NB

LUXE
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8.030USD
+0.250+3.21%
Close 07/02, 13:00ETQuotes delayed by 15 min
1.10BMarket Cap
1.76P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.10
VaR
+6.26%
240-Day Maximum Drawdown
+34.73%
240-Day Volatility
+69.74%

Return

Best Daily Return
60 days
+9.46%
120 days
+21.09%
5 years
+56.84%
Worst Daily Return
60 days
-11.81%
120 days
-11.81%
5 years
-33.01%
Sharpe Ratio
60 days
+0.26
120 days
+0.02
5 years
-0.02

Risk Assessment

Maximum Drawdown
240 days
+34.73%
3 years
+50.48%
5 years
--
Return-to-Drawdown Ratio
240 days
+0.01
3 years
+0.71
5 years
--
Skewness
240 days
+1.09
3 years
+2.48
5 years
+1.96

Volatility

Realised Volatility
240 days
+69.74%
5 years
--
Standardised True Range
240 days
+6.34%
5 years
--
Downside Risk-Adjusted Return
120 days
+4.16%
240 days
+4.16%
Maximum Daily Upside Volatility
60 days
+40.52%
Maximum Daily Downside Volatility
60 days
+42.04%

Liquidity

Average Turnover Rate
60 days
+0.29%
120 days
+0.32%
5 years
--
Turnover Deviation
20 days
-14.37%
60 days
-0.23%
120 days
+10.68%