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Magic Software Enterprises Ltd
MGICAdd to Watchlist
17.380USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
891.52MMarket Cap
21.40P/E TTM
Risk Assessment
Currency: USD Updated: 2026-02-23Magic Software Enterprises Ltd’s latest ESG disclosure is at an average level in the Software & IT Services industry, showing no material impact on overall risk.
Beta vs S&P 500 index
0.40
VaR
+3.54%
240-Day Maximum Drawdown
+37.32%
240-Day Volatility
+47.77%
Return
Best Daily Return
60 days
+7.02%
120 days
+8.09%
5 years
+15.85%
Worst Daily Return
60 days
-19.25%
120 days
-19.25%
5 years
-19.47%
Sharpe Ratio
60 days
-1.05
120 days
-0.31
5 years
+0.33
Risk Assessment
Maximum Drawdown
240 days
+37.32%
3 years
+43.49%
5 years
+66.63%
Return-to-Drawdown Ratio
240 days
+0.94
3 years
+0.22
5 years
+0.04
Skewness
240 days
-1.37
3 years
-1.20
5 years
-0.67
Volatility
Realised Volatility
240 days
+47.77%
5 years
+39.57%
Standardised True Range
240 days
+3.94%
5 years
+2.78%
Downside Risk-Adjusted Return
120 days
-32.38%
240 days
-32.38%
Maximum Daily Upside Volatility
60 days
+57.51%
Maximum Daily Downside Volatility
60 days
+71.69%
Liquidity
Average Turnover Rate
60 days
+0.12%
120 days
+0.14%
5 years
--
Turnover Deviation
20 days
-19.96%
60 days
+6.22%
120 days
+21.05%