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Servotronics Inc

SVT
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47.000USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
120.32MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.51
VaR
+4.71%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+266.86%
120 days
+266.86%
5 years
+266.86%
Worst Daily Return
60 days
-4.47%
120 days
-7.00%
5 years
-15.96%
Sharpe Ratio
60 days
+2.16
120 days
+1.54
5 years
+0.55

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
--
3 years
--
5 years
+0.88
Skewness
240 days
+14.76
3 years
+23.37
5 years
+27.12

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+5.22%
5 years
+5.47%
Downside Risk-Adjusted Return
120 days
+2229.51%
240 days
+2229.51%
Maximum Daily Upside Volatility
60 days
--
Maximum Daily Downside Volatility
60 days
--

Liquidity

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