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Chijet Motor Co Inc

CJET
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0.870USD
0.0000.00%
Close 07/01, 16:00ETQuotes delayed by 15 min
21.41MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-1.64
VaR
--
240-Day Maximum Drawdown
+98.23%
240-Day Volatility
+533.24%

Return

Best Daily Return
60 days
+7684.55%
120 days
+7684.55%
5 years
--
Worst Daily Return
60 days
-39.88%
120 days
-66.48%
5 years
--
Sharpe Ratio
60 days
+2.00
120 days
+1.39
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+98.23%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.61
3 years
--
5 years
--
Skewness
240 days
+15.50
3 years
+26.77
5 years
--

Volatility

Realised Volatility
240 days
+533.24%
5 years
--
Standardised True Range
240 days
+26.10%
5 years
--
Downside Risk-Adjusted Return
120 days
+8132.97%
240 days
+8132.97%
Maximum Daily Upside Volatility
60 days
+18606.00%
Maximum Daily Downside Volatility
60 days
+14811.43%

Liquidity

Average Turnover Rate
60 days
+0.36%
120 days
+1.07%
5 years
--
Turnover Deviation
20 days
-79.53%
60 days
-90.25%
120 days
-70.84%