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Neo-Concept International Group Holdings Ltd
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11.290USD
+0.280+2.54%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
5.74MMarket Cap
134.57P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
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240-Day Maximum Drawdown
+95.88%
240-Day Volatility
+350.09%
Return
Best Daily Return
60 days
+654.72%
120 days
+654.72%
5 years
--
Worst Daily Return
60 days
-69.57%
120 days
-69.57%
5 years
--
Sharpe Ratio
60 days
+1.88
120 days
+1.88
5 years
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Risk Assessment
Maximum Drawdown
240 days
+95.88%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+4.39
3 years
--
5 years
--
Skewness
240 days
+12.32
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+350.09%
5 years
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Standardised True Range
240 days
+4.33%
5 years
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Downside Risk-Adjusted Return
120 days
+938.66%
240 days
+938.66%
Maximum Daily Upside Volatility
60 days
+1359.91%
Maximum Daily Downside Volatility
60 days
+1225.10%
Liquidity
Average Turnover Rate
60 days
+82.37%
120 days
+73.18%
5 years
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Turnover Deviation
20 days
-26.02%
60 days
+225.28%
120 days
+188.97%
