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SKK Holdings Ltd

SKK
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4.800USD
-0.120-2.44%
Close 07/02, 13:00ETQuotes delayed by 15 min
9.00MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+75.94%
240-Day Volatility
+196.66%

Return

Best Daily Return
60 days
+596.53%
120 days
+596.53%
5 years
--
Worst Daily Return
60 days
-54.39%
120 days
-54.39%
5 years
--
Sharpe Ratio
60 days
+1.71
120 days
+1.20
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+75.94%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.29
3 years
--
5 years
--
Skewness
240 days
+14.75
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+196.66%
5 years
--
Standardised True Range
240 days
+9.63%
5 years
--
Downside Risk-Adjusted Return
120 days
+895.50%
240 days
+895.50%
Maximum Daily Upside Volatility
60 days
+1897.01%
Maximum Daily Downside Volatility
60 days
+146.82%

Liquidity

Average Turnover Rate
60 days
+5.38%
120 days
+3.21%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--