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SU Group Holdings Ltd

SUGP
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0.825USD
-0.034-4.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
1.21MMarket 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
+93.17%
240-Day Volatility
+223.24%

Return

Best Daily Return
60 days
+38.97%
120 days
+38.97%
5 years
--
Worst Daily Return
60 days
-44.09%
120 days
-44.09%
5 years
--
Sharpe Ratio
60 days
-2.12
120 days
-1.77
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+93.17%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.98
3 years
--
5 years
--
Skewness
240 days
+0.54
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+223.24%
5 years
--
Standardised True Range
240 days
+82.52%
5 years
--
Downside Risk-Adjusted Return
120 days
-201.82%
240 days
-201.82%
Maximum Daily Upside Volatility
60 days
+465.10%
Maximum Daily Downside Volatility
60 days
+187.98%

Liquidity

Average Turnover Rate
60 days
+64.02%
120 days
+32.50%
5 years
--
Turnover Deviation
20 days
+1221.25%
60 days
+361.48%
120 days
+134.30%