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Sapiens International Corporation N.V.
SPNSAdd to Watchlist
43.450USD
0.0000.00%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
2.48BMarket Cap
37.78P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.90
VaR
+3.04%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+0.33%
120 days
+44.27%
5 years
+44.27%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-2.01
120 days
-0.66
5 years
-0.07
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
-10.11
3 years
-13.94
5 years
-13.79
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-44.62%
240 days
-44.62%
Maximum Daily Upside Volatility
60 days
+205.20%
Maximum Daily Downside Volatility
60 days
+204.83%
Liquidity
Average Turnover Rate
60 days
+1.39%
120 days
+0.84%
5 years
--
Turnover Deviation
20 days
+756.30%
60 days
+246.33%
120 days
+110.00%
