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Ebang International Holdings Inc

EBON
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2.130USD
+0.290+15.76%
Close 06/29, 16:00ETQuotes delayed by 15 min
13.38MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.99
VaR
+9.03%
240-Day Maximum Drawdown
+68.27%
240-Day Volatility
+104.87%

Return

Best Daily Return
60 days
+23.59%
120 days
+23.59%
5 years
+48.06%
Worst Daily Return
60 days
-18.22%
120 days
-18.22%
5 years
-26.97%
Sharpe Ratio
60 days
+1.30
120 days
-0.43
5 years
-0.23

Risk Assessment

Maximum Drawdown
240 days
+68.27%
3 years
+90.42%
5 years
+97.58%
Return-to-Drawdown Ratio
240 days
-0.83
3 years
-0.27
5 years
-0.20
Skewness
240 days
+0.57
3 years
+1.95
5 years
+1.50

Volatility

Realised Volatility
240 days
+104.87%
5 years
+108.10%
Standardised True Range
240 days
+12.43%
5 years
+53.92%
Downside Risk-Adjusted Return
120 days
-70.06%
240 days
-70.06%
Maximum Daily Upside Volatility
60 days
+134.65%
Maximum Daily Downside Volatility
60 days
+78.27%

Liquidity

Average Turnover Rate
60 days
+0.22%
120 days
+0.17%
5 years
--
Turnover Deviation
20 days
+13.75%
60 days
-44.22%
120 days
-57.66%
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