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Sibanye Stillwater Ltd

SBSW
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9.670USD
-0.495-4.88%
Close 06/18, 16:00ETQuotes delayed by 15 min
27.37BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.70
VaR
+6.09%
240-Day Maximum Drawdown
+57.01%
240-Day Volatility
+73.82%

Return

Best Daily Return
60 days
+14.68%
120 days
+14.68%
5 years
+18.63%
Worst Daily Return
60 days
-9.40%
120 days
-15.56%
5 years
-17.88%
Sharpe Ratio
60 days
-0.62
120 days
-0.91
5 years
+0.19

Risk Assessment

Maximum Drawdown
240 days
+57.01%
3 years
+57.01%
5 years
+84.35%
Return-to-Drawdown Ratio
240 days
+0.38
3 years
+0.24
5 years
-0.09
Skewness
240 days
-0.26
3 years
-0.00
5 years
+0.06

Volatility

Realised Volatility
240 days
+73.82%
5 years
+62.02%
Standardised True Range
240 days
+7.14%
5 years
+4.41%
Downside Risk-Adjusted Return
120 days
-137.09%
240 days
-137.09%
Maximum Daily Upside Volatility
60 days
+63.88%
Maximum Daily Downside Volatility
60 days
+59.31%

Liquidity

Average Turnover Rate
60 days
+0.05%
120 days
+0.05%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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