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Microvast Holdings Inc

MVSTW
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0.006USD
-0.001-17.72%
Close 06/18, 16:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
3.50
VaR
+15.56%
240-Day Maximum Drawdown
+98.81%
240-Day Volatility
+320.46%

Return

Best Daily Return
60 days
+42.45%
120 days
+42.45%
5 years
+186.80%
Worst Daily Return
60 days
-51.26%
120 days
-51.26%
5 years
-57.89%
Sharpe Ratio
60 days
-0.60
120 days
-1.37
5 years
+0.27

Risk Assessment

Maximum Drawdown
240 days
+98.81%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.99
3 years
-0.33
5 years
-0.20
Skewness
240 days
+0.19
3 years
+3.35
5 years
+3.25

Volatility

Realised Volatility
240 days
+320.46%
5 years
--
Standardised True Range
240 days
+492.93%
5 years
+881.01%
Downside Risk-Adjusted Return
120 days
-215.42%
240 days
-215.42%
Maximum Daily Upside Volatility
60 days
+347.51%
Maximum Daily Downside Volatility
60 days
+196.58%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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