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Starz Entertainment Ord Shs

STRZ
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28.630USD
+0.140+0.49%
Close 06/18, 16:00ETQuotes delayed by 15 min
480.98MMarket 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
+49.42%
240-Day Volatility
+73.68%

Return

Best Daily Return
60 days
+16.80%
120 days
+16.80%
5 years
--
Worst Daily Return
60 days
-8.64%
120 days
-8.64%
5 years
--
Sharpe Ratio
60 days
+4.99
120 days
+3.06
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+49.42%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+1.74
3 years
--
5 years
--
Skewness
240 days
+0.29
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+73.68%
5 years
--
Standardised True Range
240 days
+3.37%
5 years
--
Downside Risk-Adjusted Return
120 days
+644.06%
240 days
+644.06%
Maximum Daily Upside Volatility
60 days
+65.47%
Maximum Daily Downside Volatility
60 days
+38.34%

Liquidity

Average Turnover Rate
60 days
+0.90%
120 days
+0.92%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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