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Micropolis Holding Ord Shs

MCRP
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1.720USD
-0.050-2.82%
Market hours ETQuotes delayed by 15 min
60.01MMarket Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+70.34%
240-Day Volatility
+177.12%

Return

Best Daily Return
60 days
+11.92%
120 days
+18.22%
5 years
--
Worst Daily Return
60 days
-16.83%
120 days
-18.73%
5 years
--
Sharpe Ratio
60 days
-1.41
120 days
+0.51
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+70.34%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.46
3 years
--
5 years
--
Skewness
240 days
+0.95
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+177.12%
5 years
--
Standardised True Range
240 days
+18.06%
5 years
--
Downside Risk-Adjusted Return
120 days
+82.86%
240 days
+82.86%
Maximum Daily Upside Volatility
60 days
+88.97%
Maximum Daily Downside Volatility
60 days
+77.24%

Liquidity

Average Turnover Rate
60 days
+1.59%
120 days
+1.16%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--