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JOYY ADR

JOYY
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67.021USD
+1.031+1.56%
Market hours ETQuotes delayed by 15 min
2.26BMarket Cap
1.68P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.45
VaR
+4.86%
240-Day Maximum Drawdown
+22.76%
240-Day Volatility
+35.60%

Return

Best Daily Return
60 days
+17.77%
120 days
+17.77%
5 years
+66.35%
Worst Daily Return
60 days
-3.79%
120 days
-5.12%
5 years
-21.47%
Sharpe Ratio
60 days
+1.34
120 days
+0.18
5 years
+0.39

Risk Assessment

Maximum Drawdown
240 days
+22.76%
3 years
+33.72%
5 years
+61.37%
Return-to-Drawdown Ratio
240 days
+0.94
3 years
+1.05
5 years
+0.07
Skewness
240 days
+2.39
3 years
+0.41
5 years
+4.51

Volatility

Realised Volatility
240 days
+35.60%
5 years
+51.81%
Standardised True Range
240 days
+2.82%
5 years
+2.55%
Downside Risk-Adjusted Return
120 days
+34.21%
240 days
+34.21%
Maximum Daily Upside Volatility
60 days
+45.68%
Maximum Daily Downside Volatility
60 days
+34.24%

Liquidity

Average Turnover Rate
60 days
+0.03%
120 days
+0.03%
5 years
--
Turnover Deviation
20 days
-12.49%
60 days
-25.09%
120 days
-15.46%