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Medirom Healthcare Technologies Inc

MRM
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1.102USD
-0.058-5.00%
Close 06/22, 16:00ETQuotes delayed by 15 min
8.71MMarket Cap
5.95P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.02
VaR
+7.95%
240-Day Maximum Drawdown
+69.05%
240-Day Volatility
+175.08%

Return

Best Daily Return
60 days
+30.26%
120 days
+30.26%
5 years
+135.89%
Worst Daily Return
60 days
-8.66%
120 days
-8.66%
5 years
-41.43%
Sharpe Ratio
60 days
+0.11
120 days
-1.69
5 years
+0.28

Risk Assessment

Maximum Drawdown
240 days
+69.05%
3 years
+94.29%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.30
3 years
-0.29
5 years
-0.17
Skewness
240 days
+8.29
3 years
+7.30
5 years
+8.02

Volatility

Realised Volatility
240 days
+175.08%
5 years
--
Standardised True Range
240 days
+14.00%
5 years
+28.70%
Downside Risk-Adjusted Return
120 days
-340.97%
240 days
-340.97%
Maximum Daily Upside Volatility
60 days
+88.13%
Maximum Daily Downside Volatility
60 days
+67.89%

Liquidity

Average Turnover Rate
60 days
+7.38%
120 days
+8.05%
5 years
--
Turnover Deviation
20 days
-14.87%
60 days
-69.20%
120 days
-66.43%
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