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BIT Mining Ltd

BTCM
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2.730USD
0.0000.00%
Market hours ETQuotes delayed by 15 min
15.05MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
3.38
VaR
+9.77%
240-Day Maximum Drawdown
+67.18%
240-Day Volatility
+166.74%

Return

Best Daily Return
60 days
+33.10%
120 days
+154.07%
5 years
+154.07%
Worst Daily Return
60 days
-13.25%
120 days
-36.64%
5 years
-41.77%
Sharpe Ratio
60 days
-0.46
120 days
+1.03
5 years
+0.00

Risk Assessment

Maximum Drawdown
240 days
+67.18%
3 years
+80.03%
5 years
+99.53%
Return-to-Drawdown Ratio
240 days
+0.09
3 years
+0.06
5 years
-0.20
Skewness
240 days
+9.59
3 years
+8.20
5 years
+5.25

Volatility

Realised Volatility
240 days
+166.74%
5 years
+142.26%
Standardised True Range
240 days
+9.92%
5 years
+124.72%
Downside Risk-Adjusted Return
120 days
+308.57%
240 days
+308.57%
Maximum Daily Upside Volatility
60 days
+91.32%
Maximum Daily Downside Volatility
60 days
+74.13%

Liquidity

Average Turnover Rate
60 days
+0.22%
120 days
+0.11%
5 years
--
Turnover Deviation
20 days
-20.24%
60 days
+486.92%
120 days
+200.12%
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