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Lixiang Education Holding Co Ltd

LXEH
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1.360USD
-0.030-2.16%
Close 06/30, 16:00ETQuotes delayed by 15 min
2.55MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.26
VaR
+13.75%
240-Day Maximum Drawdown
+97.27%
240-Day Volatility
+214.24%

Return

Best Daily Return
60 days
+44.16%
120 days
+63.50%
5 years
+75.10%
Worst Daily Return
60 days
-20.67%
120 days
-22.35%
5 years
-85.74%
Sharpe Ratio
60 days
-0.36
120 days
+0.31
5 years
+0.12

Risk Assessment

Maximum Drawdown
240 days
+97.27%
3 years
+99.86%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.92
3 years
-0.33
5 years
-0.20
Skewness
240 days
+0.62
3 years
+0.38
5 years
+0.76

Volatility

Realised Volatility
240 days
+214.24%
5 years
--
Standardised True Range
240 days
+74.77%
5 years
+8800.12%
Downside Risk-Adjusted Return
120 days
+63.17%
240 days
+63.17%
Maximum Daily Upside Volatility
60 days
+232.36%
Maximum Daily Downside Volatility
60 days
+102.96%

Liquidity

Average Turnover Rate
60 days
+34.14%
120 days
+37.67%
5 years
--
Turnover Deviation
20 days
+96.52%
60 days
+31.32%
120 days
+44.88%
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