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Concord Medical Services Holdings Ltd

CCM
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5.440USD
+0.740+15.74%
Close 06/17, 16:00ETQuotes delayed by 15 min
23.75MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-1.01
VaR
+9.93%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+24.05%
120 days
+24.05%
5 years
--
Worst Daily Return
60 days
-7.14%
120 days
-11.91%
5 years
-100.00%
Sharpe Ratio
60 days
+2.28
120 days
+1.00
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.05
3 years
-0.20
5 years
-0.16
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+11.74%
5 years
+32.79%
Downside Risk-Adjusted Return
120 days
+196.92%
240 days
+196.92%
Maximum Daily Upside Volatility
60 days
+167.13%
Maximum Daily Downside Volatility
60 days
+54.95%

Liquidity

Average Turnover Rate
60 days
+0.23%
120 days
+0.14%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%
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