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SRX Health Solutions Ord Shs

SRXH
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0.124USD
-0.075-37.59%
Close 06/18, 16:00ETQuotes delayed by 15 min
73.49MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.75
VaR
+12.32%
240-Day Maximum Drawdown
+82.26%
240-Day Volatility
+196.25%

Return

Best Daily Return
60 days
+25.75%
120 days
+45.55%
5 years
+84.64%
Worst Daily Return
60 days
-37.59%
120 days
-37.59%
5 years
-37.59%
Sharpe Ratio
60 days
+0.67
120 days
-0.12
5 years
-0.43

Risk Assessment

Maximum Drawdown
240 days
+82.26%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.97
3 years
-0.33
5 years
--
Skewness
240 days
+2.15
3 years
+1.86
5 years
+1.79

Volatility

Realised Volatility
240 days
+196.25%
5 years
--
Standardised True Range
240 days
+29.75%
5 years
--
Downside Risk-Adjusted Return
120 days
-18.08%
240 days
-18.08%
Maximum Daily Upside Volatility
60 days
+131.03%
Maximum Daily Downside Volatility
60 days
+103.38%

Liquidity

Average Turnover Rate
60 days
+1969.50%
120 days
+1584.77%
5 years
--
Turnover Deviation
20 days
+487.59%
60 days
+255.47%
120 days
+186.03%
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