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Skeena Resources Ltd

SKE
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28.700USD
-1.350-4.50%
Close 06/18, 16:00ETQuotes delayed by 15 min
3.46BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.21
VaR
+5.38%
240-Day Maximum Drawdown
+34.71%
240-Day Volatility
+62.89%

Return

Best Daily Return
60 days
+8.63%
120 days
+10.04%
5 years
+23.29%
Worst Daily Return
60 days
-11.34%
120 days
-13.01%
5 years
-13.01%
Sharpe Ratio
60 days
+0.69
120 days
+0.81
5 years
+0.60

Risk Assessment

Maximum Drawdown
240 days
+34.71%
3 years
+36.09%
5 years
--
Return-to-Drawdown Ratio
240 days
+2.25
3 years
+4.40
5 years
--
Skewness
240 days
-0.31
3 years
+0.55
5 years
+0.56

Volatility

Realised Volatility
240 days
+62.89%
5 years
--
Standardised True Range
240 days
+4.66%
5 years
--
Downside Risk-Adjusted Return
120 days
+116.95%
240 days
+116.95%
Maximum Daily Upside Volatility
60 days
+49.07%
Maximum Daily Downside Volatility
60 days
+53.42%

Liquidity

Average Turnover Rate
60 days
+0.69%
120 days
+0.80%
5 years
--
Turnover Deviation
20 days
+65.65%
60 days
+31.33%
120 days
+51.76%
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