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E-Home Household Service Holdings Ltd

EJH
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1.640USD
-0.010-0.61%
Close 06/30, 16:00ETQuotes delayed by 15 min
5.25MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.17
VaR
+12.50%
240-Day Maximum Drawdown
+98.16%
240-Day Volatility
+188.66%

Return

Best Daily Return
60 days
+17.14%
120 days
+17.14%
5 years
+3700.00%
Worst Daily Return
60 days
-9.14%
120 days
-72.27%
5 years
-88.55%
Sharpe Ratio
60 days
-0.51
120 days
-2.24
5 years
+0.31

Risk Assessment

Maximum Drawdown
240 days
+98.16%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.99
3 years
-0.33
5 years
-0.20
Skewness
240 days
-3.53
3 years
+26.61
5 years
+34.22

Volatility

Realised Volatility
240 days
+188.66%
5 years
+183.22%
Standardised True Range
240 days
+120.63%
5 years
+168875930.40%
Downside Risk-Adjusted Return
120 days
-209.20%
240 days
-209.20%
Maximum Daily Upside Volatility
60 days
+163.88%
Maximum Daily Downside Volatility
60 days
+75.91%

Liquidity

Average Turnover Rate
60 days
+6512.71%
120 days
+275033.40%
5 years
--
Turnover Deviation
20 days
-99.45%
60 days
-99.62%
120 days
-83.80%