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Wisekey International Holding AG

WKEY
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7.510USD
-0.260-3.35%
Close 06/18, 16:00ETQuotes delayed by 15 min
60.44MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.49
VaR
+8.82%
240-Day Maximum Drawdown
+69.33%
240-Day Volatility
+108.61%

Return

Best Daily Return
60 days
+17.14%
120 days
+17.14%
5 years
+139.02%
Worst Daily Return
60 days
-11.50%
120 days
-11.50%
5 years
-26.62%
Sharpe Ratio
60 days
+1.12
120 days
-0.00
5 years
+0.32

Risk Assessment

Maximum Drawdown
240 days
+69.33%
3 years
+75.23%
5 years
+95.31%
Return-to-Drawdown Ratio
240 days
+0.18
3 years
+0.38
5 years
-0.15
Skewness
240 days
+0.73
3 years
+5.68
5 years
+5.81

Volatility

Realised Volatility
240 days
+108.61%
5 years
+117.81%
Standardised True Range
240 days
+10.41%
5 years
+7.51%
Downside Risk-Adjusted Return
120 days
-0.04%
240 days
-0.04%
Maximum Daily Upside Volatility
60 days
+76.38%
Maximum Daily Downside Volatility
60 days
+66.54%

Liquidity

Average Turnover Rate
60 days
+1.88%
120 days
+2.99%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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