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Powell Max Ltd

PMAX
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2.250USD
+0.020+0.90%
Market hours ETQuotes delayed by 15 min
59.62KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+95.04%
240-Day Volatility
+196.02%

Return

Best Daily Return
60 days
+95.28%
120 days
+95.28%
5 years
--
Worst Daily Return
60 days
-36.18%
120 days
-36.18%
5 years
--
Sharpe Ratio
60 days
+0.56
120 days
-1.05
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+95.04%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.98
3 years
--
5 years
--
Skewness
240 days
+2.62
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+196.02%
5 years
--
Standardised True Range
240 days
+100.99%
5 years
--
Downside Risk-Adjusted Return
120 days
-182.20%
240 days
-182.20%
Maximum Daily Upside Volatility
60 days
+311.60%
Maximum Daily Downside Volatility
60 days
+146.78%

Liquidity

Average Turnover Rate
60 days
+24.05%
120 days
+16.86%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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