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SunLink Health Systems Inc

SSY
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1.115USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
7.85MMarket Cap
4.55P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.12
VaR
+7.26%
240-Day Maximum Drawdown
+34.96%
240-Day Volatility
+130.04%

Return

Best Daily Return
60 days
+17.92%
120 days
+17.92%
5 years
+151.30%
Worst Daily Return
60 days
-8.93%
120 days
-10.71%
5 years
-30.52%
Sharpe Ratio
60 days
+0.94
120 days
+0.20
5 years
+0.38

Risk Assessment

Maximum Drawdown
240 days
+34.96%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.59
3 years
-0.02
5 years
-0.03
Skewness
240 days
+3.31
3 years
+2.66
5 years
+9.72

Volatility

Realised Volatility
240 days
+130.04%
5 years
--
Standardised True Range
240 days
+8.84%
5 years
+11.78%
Downside Risk-Adjusted Return
120 days
+41.12%
240 days
+41.12%
Maximum Daily Upside Volatility
60 days
+99.52%
Maximum Daily Downside Volatility
60 days
+68.63%

Liquidity

Average Turnover Rate
60 days
+2.80%
120 days
+1.61%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%