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J-Long Group Ltd
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5.820USD
-0.050-0.85%
Close 07/01, 16:00（ET）Quotes delayed by 15 min
21.89MMarket Cap
7.31P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
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240-Day Maximum Drawdown
+48.97%
240-Day Volatility
+135.17%
Return
Best Daily Return
60 days
+15.92%
120 days
+24.14%
5 years
--
Worst Daily Return
60 days
-17.07%
120 days
-26.88%
5 years
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Sharpe Ratio
60 days
-0.77
120 days
+0.34
5 years
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Risk Assessment
Maximum Drawdown
240 days
+48.97%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.22
3 years
--
5 years
--
Skewness
240 days
-0.85
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+135.17%
5 years
--
Standardised True Range
240 days
+7.55%
5 years
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Downside Risk-Adjusted Return
120 days
+33.69%
240 days
+33.69%
Maximum Daily Upside Volatility
60 days
+62.90%
Maximum Daily Downside Volatility
60 days
+61.33%
Liquidity
Average Turnover Rate
60 days
+1.12%
120 days
+1.37%
5 years
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Turnover Deviation
20 days
-76.20%
60 days
-87.08%
120 days
-84.11%