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Autozi Internet Technology (Global) Ltd

AZI
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1.860USD
-0.340-15.45%
Close 07/02, 13:00ETQuotes delayed by 15 min
456.24KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+99.26%
240-Day Volatility
+283.76%

Return

Best Daily Return
60 days
+73.68%
120 days
+146.40%
5 years
--
Worst Daily Return
60 days
-34.04%
120 days
-56.90%
5 years
--
Sharpe Ratio
60 days
+1.03
120 days
-0.70
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+99.26%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.99
3 years
--
5 years
--
Skewness
240 days
+4.12
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+283.76%
5 years
--
Standardised True Range
240 days
+266.67%
5 years
--
Downside Risk-Adjusted Return
120 days
-156.70%
240 days
-156.70%
Maximum Daily Upside Volatility
60 days
+1096.67%
Maximum Daily Downside Volatility
60 days
+202.77%

Liquidity

Average Turnover Rate
60 days
+9.94%
120 days
+10.46%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--