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Shyft Group Inc
SHYFAdd to Watchlist
12.540USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
438.95MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.98
VaR
+4.92%
240-Day Maximum Drawdown
+57.48%
240-Day Volatility
+68.14%
Return
Best Daily Return
60 days
+26.16%
120 days
+26.16%
5 years
+26.16%
Worst Daily Return
60 days
-8.73%
120 days
-9.92%
5 years
-36.44%
Sharpe Ratio
60 days
+2.78
120 days
+0.72
5 years
+0.11
Risk Assessment
Maximum Drawdown
240 days
+57.48%
3 years
+78.82%
5 years
+86.86%
Return-to-Drawdown Ratio
240 days
+0.26
3 years
-0.23
5 years
-0.08
Skewness
240 days
+1.80
3 years
-0.36
5 years
-0.25
Volatility
Realised Volatility
240 days
+68.14%
5 years
+54.45%
Standardised True Range
240 days
+4.89%
5 years
+8.16%
Downside Risk-Adjusted Return
120 days
+132.86%
240 days
+132.86%
Maximum Daily Upside Volatility
60 days
+75.54%
Maximum Daily Downside Volatility
60 days
+58.61%
Liquidity
Average Turnover Rate
60 days
+0.80%
120 days
+0.73%
5 years
--
Turnover Deviation
20 days
-34.35%
60 days
-12.04%
120 days
-19.96%