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SS Innovations International Ord Shs

SSII
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3.780USD
-0.160-4.06%
Close 07/02, 13:00ETQuotes delayed by 15 min
756.50MMarket 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
+67.03%
240-Day Volatility
+111.97%

Return

Best Daily Return
60 days
+17.56%
120 days
+18.37%
5 years
--
Worst Daily Return
60 days
-10.90%
120 days
-26.71%
5 years
--
Sharpe Ratio
60 days
-0.98
120 days
-0.39
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+67.03%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.78
3 years
--
5 years
--
Skewness
240 days
+0.73
3 years
+24.90
5 years
--

Volatility

Realised Volatility
240 days
+111.97%
5 years
--
Standardised True Range
240 days
+14.04%
5 years
--
Downside Risk-Adjusted Return
120 days
-56.79%
240 days
-56.79%
Maximum Daily Upside Volatility
60 days
+59.55%
Maximum Daily Downside Volatility
60 days
+49.49%

Liquidity

Average Turnover Rate
60 days
+0.03%
120 days
+0.04%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--