tradingkey.logo
tradingkey.logo
Search

Adagene Inc

ADAG
Add to Watchlist
3.940USD
+0.410+11.61%
Close 06/18, 16:00ETQuotes delayed by 15 min
186.70MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.59
VaR
+7.94%
240-Day Maximum Drawdown
+43.80%
240-Day Volatility
+129.96%

Return

Best Daily Return
60 days
+17.60%
120 days
+22.66%
5 years
+30.37%
Worst Daily Return
60 days
-13.45%
120 days
-13.45%
5 years
-21.66%
Sharpe Ratio
60 days
+0.44
120 days
+2.05
5 years
+0.10

Risk Assessment

Maximum Drawdown
240 days
+43.80%
3 years
+66.51%
5 years
+94.75%
Return-to-Drawdown Ratio
240 days
+2.33
3 years
+0.96
5 years
-0.16
Skewness
240 days
+0.79
3 years
+0.59
5 years
+0.63

Volatility

Realised Volatility
240 days
+129.96%
5 years
+118.25%
Standardised True Range
240 days
+6.82%
5 years
+6.43%
Downside Risk-Adjusted Return
120 days
+419.53%
240 days
+419.53%
Maximum Daily Upside Volatility
60 days
+67.56%
Maximum Daily Downside Volatility
60 days
+63.67%

Liquidity

Average Turnover Rate
60 days
+0.50%
120 days
+0.46%
5 years
--
Turnover Deviation
20 days
+63.17%
60 days
+93.82%
120 days
+79.08%
KeyAI