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CLPS Inc

CLPS
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0.979USD
+0.009+0.93%
Close 06/23, 16:00ETQuotes delayed by 15 min
27.40MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.67
VaR
+5.65%
240-Day Maximum Drawdown
+50.42%
240-Day Volatility
+82.37%

Return

Best Daily Return
60 days
+12.35%
120 days
+25.75%
5 years
+35.56%
Worst Daily Return
60 days
-12.99%
120 days
-12.99%
5 years
-24.69%
Sharpe Ratio
60 days
+0.38
120 days
+0.66
5 years
+0.05

Risk Assessment

Maximum Drawdown
240 days
+50.42%
3 years
+50.42%
5 years
+74.80%
Return-to-Drawdown Ratio
240 days
+0.12
3 years
+0.08
5 years
-0.17
Skewness
240 days
+1.49
3 years
+1.10
5 years
+1.18

Volatility

Realised Volatility
240 days
+82.37%
5 years
+81.47%
Standardised True Range
240 days
+5.95%
5 years
+7.37%
Downside Risk-Adjusted Return
120 days
+114.25%
240 days
+114.25%
Maximum Daily Upside Volatility
60 days
+57.49%
Maximum Daily Downside Volatility
60 days
+54.54%

Liquidity

Average Turnover Rate
60 days
+0.19%
120 days
+0.17%
5 years
--
Turnover Deviation
20 days
+26.92%
60 days
-20.68%
120 days
-29.52%
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