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Sunrise New Energy Co Ltd

EPOW
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0.589USD
-0.041-6.52%
Close 06/22, 16:00ETQuotes delayed by 15 min
15.90MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.15
VaR
+7.85%
240-Day Maximum Drawdown
+59.62%
240-Day Volatility
+143.36%

Return

Best Daily Return
60 days
+29.22%
120 days
+29.22%
5 years
+56.48%
Worst Daily Return
60 days
-19.21%
120 days
-19.21%
5 years
-26.91%
Sharpe Ratio
60 days
-0.32
120 days
-0.77
5 years
+0.15

Risk Assessment

Maximum Drawdown
240 days
+59.62%
3 years
+75.44%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.67
3 years
-0.32
5 years
-0.15
Skewness
240 days
+3.00
3 years
+2.35
5 years
+2.33

Volatility

Realised Volatility
240 days
+143.36%
5 years
--
Standardised True Range
240 days
+14.59%
5 years
+24.70%
Downside Risk-Adjusted Return
120 days
-137.18%
240 days
-137.18%
Maximum Daily Upside Volatility
60 days
+136.78%
Maximum Daily Downside Volatility
60 days
+85.55%

Liquidity

Average Turnover Rate
60 days
+1.31%
120 days
+0.96%
5 years
--
Turnover Deviation
20 days
-56.66%
60 days
-8.73%
120 days
-33.11%
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