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Taitron Components Inc
TAITAdd to Watchlist
1.050USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
10.18MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.41
VaR
+3.25%
240-Day Maximum Drawdown
+71.23%
240-Day Volatility
+92.75%
Return
Best Daily Return
60 days
+20.79%
120 days
+64.40%
5 years
+64.40%
Worst Daily Return
60 days
-45.71%
120 days
-45.71%
5 years
-45.71%
Sharpe Ratio
60 days
-3.19
120 days
-0.52
5 years
-0.26
Risk Assessment
Maximum Drawdown
240 days
+71.23%
3 years
+76.40%
5 years
+83.60%
Return-to-Drawdown Ratio
240 days
-0.84
3 years
-0.32
5 years
-0.19
Skewness
240 days
+3.48
3 years
+4.91
5 years
+4.09
Volatility
Realised Volatility
240 days
+92.75%
5 years
+57.03%
Standardised True Range
240 days
+10.28%
5 years
+11.94%
Downside Risk-Adjusted Return
120 days
-69.66%
240 days
-69.66%
Maximum Daily Upside Volatility
60 days
+94.82%
Maximum Daily Downside Volatility
60 days
+106.79%
Liquidity
Average Turnover Rate
60 days
+0.19%
120 days
+0.22%
5 years
--
Turnover Deviation
20 days
-15.09%
60 days
-7.08%
120 days
+6.51%