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Huadi International Group Co., Ltd.

HUDI
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0.910USD
-0.000-0.02%
Close 06/18, 16:00ETQuotes delayed by 15 min
13.30MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.94
VaR
+7.27%
240-Day Maximum Drawdown
+53.17%
240-Day Volatility
+148.11%

Return

Best Daily Return
60 days
+12.46%
120 days
+12.46%
5 years
+382.78%
Worst Daily Return
60 days
-8.19%
120 days
-10.56%
5 years
-91.22%
Sharpe Ratio
60 days
-1.39
120 days
-0.62
5 years
+0.55

Risk Assessment

Maximum Drawdown
240 days
+53.17%
3 years
+80.84%
5 years
+99.53%
Return-to-Drawdown Ratio
240 days
-0.59
3 years
-0.33
5 years
-0.16
Skewness
240 days
+2.00
3 years
+2.44
5 years
+17.18

Volatility

Realised Volatility
240 days
+148.11%
5 years
+181.49%
Standardised True Range
240 days
+11.69%
5 years
+130.60%
Downside Risk-Adjusted Return
120 days
-94.19%
240 days
-94.19%
Maximum Daily Upside Volatility
60 days
+177.42%
Maximum Daily Downside Volatility
60 days
+66.30%

Liquidity

Average Turnover Rate
60 days
+2.44%
120 days
+1.56%
5 years
--
Turnover Deviation
20 days
+150.96%
60 days
-0.80%
120 days
-36.73%
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