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Primech Holdings Ltd

PMEC
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0.616USD
+0.012+2.02%
Close 06/18, 16:00ETQuotes delayed by 15 min
23.67MMarket 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
+73.87%
240-Day Volatility
+141.43%

Return

Best Daily Return
60 days
+20.65%
120 days
+20.65%
5 years
--
Worst Daily Return
60 days
-21.50%
120 days
-21.50%
5 years
--
Sharpe Ratio
60 days
-0.00
120 days
-0.90
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+73.87%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.79
3 years
--
5 years
--
Skewness
240 days
-0.25
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+141.43%
5 years
--
Standardised True Range
240 days
+16.19%
5 years
--
Downside Risk-Adjusted Return
120 days
-124.42%
240 days
-124.42%
Maximum Daily Upside Volatility
60 days
+96.69%
Maximum Daily Downside Volatility
60 days
+90.49%

Liquidity

Average Turnover Rate
60 days
+2.01%
120 days
+1.18%
5 years
--
Turnover Deviation
20 days
+9.00%
60 days
+30.24%
120 days
-23.88%
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