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Color Star Technology Co Ltd

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0.060USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
246.12KMarket Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.67
VaR
+12.06%
240-Day Maximum Drawdown
+99.96%
240-Day Volatility
+250.39%

Return

Best Daily Return
60 days
+39.13%
120 days
+45.60%
5 years
+93.11%
Worst Daily Return
60 days
-68.21%
120 days
-68.21%
5 years
-68.21%
Sharpe Ratio
60 days
-3.73
120 days
-1.94
5 years
-0.63

Risk Assessment

Maximum Drawdown
240 days
+99.96%
3 years
+99.98%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-0.39
3 years
-0.05
5 years
+0.63

Volatility

Realised Volatility
240 days
+250.39%
5 years
+186.74%
Standardised True Range
240 days
+4869.65%
5 years
+182900.82%
Downside Risk-Adjusted Return
120 days
-230.08%
240 days
-230.08%
Maximum Daily Upside Volatility
60 days
+197.56%
Maximum Daily Downside Volatility
60 days
+198.35%

Liquidity

Average Turnover Rate
60 days
+7478.50%
120 days
+4089.62%
5 years
--
Turnover Deviation
20 days
+1211.87%
60 days
+361.19%
120 days
+152.20%