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Lianhe Sowell International Group Ltd

LHSW
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1.800USD
+0.030+1.69%
Close 07/02, 13:00ETQuotes delayed by 15 min
5.63MMarket Cap
73.83P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+96.30%
240-Day Volatility
+360.53%

Return

Best Daily Return
60 days
+1766.07%
120 days
+1766.07%
5 years
--
Worst Daily Return
60 days
-32.07%
120 days
-69.37%
5 years
--
Sharpe Ratio
60 days
+2.01
120 days
+1.35
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+96.30%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.24
3 years
--
5 years
--
Skewness
240 days
+15.35
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+360.53%
5 years
--
Standardised True Range
240 days
+7.48%
5 years
--
Downside Risk-Adjusted Return
120 days
+2261.84%
240 days
+2261.84%
Maximum Daily Upside Volatility
60 days
+3757.27%
Maximum Daily Downside Volatility
60 days
+3235.74%

Liquidity

Average Turnover Rate
60 days
+6.20%
120 days
+6.25%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--