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EZGO Technologies Ltd

EZGO
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1.320USD
0.0000.00%
Close 06/26, 16:00ETQuotes delayed by 15 min
6.44KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.69
VaR
+10.02%
240-Day Maximum Drawdown
+99.86%
240-Day Volatility
+562.86%

Return

Best Daily Return
60 days
+11066.67%
120 days
+11066.67%
5 years
+11066.67%
Worst Daily Return
60 days
-91.58%
120 days
-91.58%
5 years
-91.58%
Sharpe Ratio
60 days
+1.99
120 days
+1.41
5 years
+0.43

Risk Assessment

Maximum Drawdown
240 days
+99.86%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.86
3 years
-0.33
5 years
-0.20
Skewness
240 days
+15.52
3 years
+26.83
5 years
+34.62

Volatility

Realised Volatility
240 days
+562.86%
5 years
+280.83%
Standardised True Range
240 days
+36.97%
5 years
+4207.36%
Downside Risk-Adjusted Return
120 days
+9941.45%
240 days
+9941.45%
Maximum Daily Upside Volatility
60 days
+26080.00%
Maximum Daily Downside Volatility
60 days
+21168.00%

Liquidity

Average Turnover Rate
60 days
+409.15%
120 days
+209.23%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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