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Everbright Digital Holding Ltd

EDHL
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5.045USD
-0.535-9.59%
Close 06/22, 16:00ETQuotes delayed by 15 min
8.41MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+97.83%
240-Day Volatility
+333.40%

Return

Best Daily Return
60 days
+70.86%
120 days
+70.86%
5 years
--
Worst Daily Return
60 days
-16.67%
120 days
-30.48%
5 years
--
Sharpe Ratio
60 days
+1.78
120 days
+0.55
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+97.83%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.97
3 years
--
5 years
--
Skewness
240 days
+2.47
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+333.40%
5 years
--
Standardised True Range
240 days
+35.73%
5 years
--
Downside Risk-Adjusted Return
120 days
+126.26%
240 days
+126.26%
Maximum Daily Upside Volatility
60 days
+898.74%
Maximum Daily Downside Volatility
60 days
+204.51%

Liquidity

Average Turnover Rate
60 days
+13.18%
120 days
+7.62%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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