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Satixfy Communications Ltd

SATX
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2.960USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
257.07MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.71
VaR
--
240-Day Maximum Drawdown
+48.00%
240-Day Volatility
+131.19%

Return

Best Daily Return
60 days
+44.12%
120 days
+64.17%
5 years
--
Worst Daily Return
60 days
-1.49%
120 days
-15.83%
5 years
--
Sharpe Ratio
60 days
+2.12
120 days
+1.38
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+48.00%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
+6.60
3 years
-0.23
5 years
--
Skewness
240 days
+4.18
3 years
+8.88
5 years
--

Volatility

Realised Volatility
240 days
+131.19%
5 years
--
Standardised True Range
240 days
+3.29%
5 years
--
Downside Risk-Adjusted Return
120 days
+298.86%
240 days
+298.86%
Maximum Daily Upside Volatility
60 days
+92.73%
Maximum Daily Downside Volatility
60 days
+84.17%

Liquidity

Average Turnover Rate
60 days
+0.67%
120 days
+0.65%
5 years
--
Turnover Deviation
20 days
+20.65%
60 days
+71.28%
120 days
+63.87%