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Santech Holdings Ltd
STECAdd to Watchlist
1.530USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
97.05MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
-1.01
VaR
--
240-Day Maximum Drawdown
+75.91%
240-Day Volatility
+279.47%
Return
Best Daily Return
60 days
+59.38%
120 days
+359.09%
5 years
--
Worst Daily Return
60 days
-10.43%
120 days
-29.37%
5 years
--
Sharpe Ratio
60 days
+1.16
120 days
+1.20
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+75.91%
3 years
+97.25%
5 years
--
Return-to-Drawdown Ratio
240 days
+1.45
3 years
-0.26
5 years
--
Skewness
240 days
+11.08
3 years
+15.92
5 years
--
Volatility
Realised Volatility
240 days
+279.47%
5 years
--
Standardised True Range
240 days
+9.56%
5 years
--
Downside Risk-Adjusted Return
120 days
+892.13%
240 days
+892.13%
Maximum Daily Upside Volatility
60 days
+216.69%
Maximum Daily Downside Volatility
60 days
+72.52%
Liquidity
Average Turnover Rate
60 days
+0.04%
120 days
+0.07%
5 years
--
Turnover Deviation
20 days
-96.75%
60 days
-98.04%
120 days
-96.51%
