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XWELL Inc

XWEL
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1.070USD
+0.010+0.94%
Close 07/02, 13:00ETQuotes delayed by 15 min
8.48MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.03
VaR
+7.65%
240-Day Maximum Drawdown
+78.38%
240-Day Volatility
+151.57%

Return

Best Daily Return
60 days
+15.75%
120 days
+220.11%
5 years
+220.11%
Worst Daily Return
60 days
-15.13%
120 days
-21.77%
5 years
-25.37%
Sharpe Ratio
60 days
-1.18
120 days
+1.37
5 years
-0.12

Risk Assessment

Maximum Drawdown
240 days
+78.38%
3 years
+93.71%
5 years
+99.34%
Return-to-Drawdown Ratio
240 days
-0.01
3 years
-0.27
5 years
-0.19
Skewness
240 days
+11.89
3 years
+14.67
5 years
+15.50

Volatility

Realised Volatility
240 days
+151.57%
5 years
+122.00%
Standardised True Range
240 days
+8.61%
5 years
+52.73%
Downside Risk-Adjusted Return
120 days
+699.91%
240 days
+699.91%
Maximum Daily Upside Volatility
60 days
+82.13%
Maximum Daily Downside Volatility
60 days
+57.98%

Liquidity

Average Turnover Rate
60 days
+2.58%
120 days
+91.18%
5 years
--
Turnover Deviation
20 days
-91.07%
60 days
-89.16%
120 days
+283.94%