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PS International Group Ltd

PSIG
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11.740USD
+0.050+0.43%
Market hours ETQuotes delayed by 15 min
101.24MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.15
VaR
--
240-Day Maximum Drawdown
+28.36%
240-Day Volatility
+118.08%

Return

Best Daily Return
60 days
+11.53%
120 days
+33.89%
5 years
--
Worst Daily Return
60 days
-6.42%
120 days
-11.01%
5 years
--
Sharpe Ratio
60 days
+7.05
120 days
+3.14
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+28.36%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+9.32
3 years
--
5 years
--
Skewness
240 days
+1.78
3 years
+5.10
5 years
--

Volatility

Realised Volatility
240 days
+118.08%
5 years
--
Standardised True Range
240 days
+3.24%
5 years
--
Downside Risk-Adjusted Return
120 days
+668.39%
240 days
+668.39%
Maximum Daily Upside Volatility
60 days
+48.90%
Maximum Daily Downside Volatility
60 days
+34.89%

Liquidity

Average Turnover Rate
60 days
+3.58%
120 days
+1.90%
5 years
--
Turnover Deviation
20 days
+124.27%
60 days
+34.57%
120 days
-28.62%
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