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Jiuzi Holdings Inc

JZXN
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1.120USD
-0.030-2.61%
Close 07/02, 13:00ETQuotes delayed by 15 min
35.16KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.57
VaR
+12.73%
240-Day Maximum Drawdown
+91.05%
240-Day Volatility
+446.42%

Return

Best Daily Return
60 days
+48.07%
120 days
+89.71%
5 years
+3984.53%
Worst Daily Return
60 days
-12.59%
120 days
-35.66%
5 years
-68.11%
Sharpe Ratio
60 days
+1.27
120 days
+0.57
5 years
+0.42

Risk Assessment

Maximum Drawdown
240 days
+91.05%
3 years
+99.72%
5 years
+99.98%
Return-to-Drawdown Ratio
240 days
+0.15
3 years
-0.31
5 years
-0.20
Skewness
240 days
+15.46
3 years
+26.61
5 years
+34.25

Volatility

Realised Volatility
240 days
+446.42%
5 years
+265.19%
Standardised True Range
240 days
+21.33%
5 years
+746.79%
Downside Risk-Adjusted Return
120 days
+138.94%
240 days
+138.94%
Maximum Daily Upside Volatility
60 days
+426.67%
Maximum Daily Downside Volatility
60 days
+108.32%

Liquidity

Average Turnover Rate
60 days
+3658.58%
120 days
+3428.66%
5 years
--
Turnover Deviation
20 days
+119.77%
60 days
+84.59%
120 days
+72.99%