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SigmaTron International Inc
SGMAAdd to Watchlist
3.010USD
0.0000.00%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
18.42MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.50
VaR
+6.21%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+130.23%
120 days
+130.23%
5 years
+130.23%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
+0.39
120 days
+0.19
5 years
+0.19
Risk Assessment
Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
+3.32
3 years
+3.34
5 years
+4.15
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
+22.06%
240 days
+22.06%
Maximum Daily Upside Volatility
60 days
+348.37%
Maximum Daily Downside Volatility
60 days
+340.52%
Liquidity
Average Turnover Rate
60 days
+6.13%
120 days
+3.44%
5 years
--
Turnover Deviation
20 days
-21.01%
60 days
+357.87%
120 days
+157.06%
