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The9 Ltd

NCTY
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4.950USD
+0.010+0.20%
Close 06/18, 16:00ETQuotes delayed by 15 min
75.60MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.16
VaR
+8.80%
240-Day Maximum Drawdown
+61.94%
240-Day Volatility
+89.80%

Return

Best Daily Return
60 days
+15.25%
120 days
+17.46%
5 years
+36.49%
Worst Daily Return
60 days
-10.60%
120 days
-15.46%
5 years
-28.92%
Sharpe Ratio
60 days
-0.59
120 days
-0.62
5 years
-0.26

Risk Assessment

Maximum Drawdown
240 days
+61.94%
3 years
+77.11%
5 years
+97.62%
Return-to-Drawdown Ratio
240 days
-0.71
3 years
-0.17
5 years
-0.20
Skewness
240 days
+0.28
3 years
+0.04
5 years
+0.40

Volatility

Realised Volatility
240 days
+89.80%
5 years
+103.61%
Standardised True Range
240 days
+11.58%
5 years
+31.69%
Downside Risk-Adjusted Return
120 days
-114.45%
240 days
-114.45%
Maximum Daily Upside Volatility
60 days
+56.32%
Maximum Daily Downside Volatility
60 days
+48.13%

Liquidity

Average Turnover Rate
60 days
+46.67%
120 days
+43.81%
5 years
--
Turnover Deviation
20 days
-52.77%
60 days
-49.12%
120 days
-52.24%
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