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Magic Empire Global Ltd
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1.270USD
+0.090+7.63%
Close 06/30, 16:00（ET）Quotes delayed by 15 min
6.43MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
2.42
VaR
--
240-Day Maximum Drawdown
+52.74%
240-Day Volatility
+86.24%
Return
Best Daily Return
60 days
+11.63%
120 days
+12.00%
5 years
--
Worst Daily Return
60 days
-9.32%
120 days
-22.81%
5 years
--
Sharpe Ratio
60 days
+1.66
120 days
+0.52
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+52.74%
3 years
+83.90%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.28
3 years
-0.30
5 years
--
Skewness
240 days
-0.05
3 years
+4.48
5 years
--
Volatility
Realised Volatility
240 days
+86.24%
5 years
--
Standardised True Range
240 days
+6.72%
5 years
--
Downside Risk-Adjusted Return
120 days
+59.16%
240 days
+59.16%
Maximum Daily Upside Volatility
60 days
+87.00%
Maximum Daily Downside Volatility
60 days
+43.86%
Liquidity
Average Turnover Rate
60 days
+0.73%
120 days
+0.62%
5 years
--
Turnover Deviation
20 days
-88.63%
60 days
-94.10%
120 days
-95.03%