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Swvl Holdings Corp

SWVL
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1.470USD
-0.090-5.77%
Close 06/22, 16:00ETQuotes delayed by 15 min
14.65MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.10
VaR
+10.56%
240-Day Maximum Drawdown
+72.44%
240-Day Volatility
+107.54%

Return

Best Daily Return
60 days
+15.82%
120 days
+18.23%
5 years
+115.36%
Worst Daily Return
60 days
-10.66%
120 days
-16.59%
5 years
-43.62%
Sharpe Ratio
60 days
+0.41
120 days
-0.45
5 years
-0.22

Risk Assessment

Maximum Drawdown
240 days
+72.44%
3 years
+92.32%
5 years
+99.72%
Return-to-Drawdown Ratio
240 days
-0.89
3 years
+0.13
5 years
-0.20
Skewness
240 days
+0.41
3 years
+0.71
5 years
+3.10

Volatility

Realised Volatility
240 days
+107.54%
5 years
+144.99%
Standardised True Range
240 days
+13.75%
5 years
+160.44%
Downside Risk-Adjusted Return
120 days
-72.66%
240 days
-72.66%
Maximum Daily Upside Volatility
60 days
+90.22%
Maximum Daily Downside Volatility
60 days
+56.47%

Liquidity

Average Turnover Rate
60 days
+0.69%
120 days
+8.43%
5 years
--
Turnover Deviation
20 days
-55.73%
60 days
-72.52%
120 days
+236.06%
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