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Erayak Power Solution Group Inc

RAYA
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2.790USD
-0.020-0.71%
Close 07/02, 13:00ETQuotes delayed by 15 min
64.16KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.09
VaR
--
240-Day Maximum Drawdown
+99.96%
240-Day Volatility
+246.18%

Return

Best Daily Return
60 days
+107.94%
120 days
+107.94%
5 years
--
Worst Daily Return
60 days
-19.11%
120 days
-35.32%
5 years
--
Sharpe Ratio
60 days
+0.26
120 days
-1.70
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+99.96%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
--
Skewness
240 days
+0.40
3 years
+0.54
5 years
--

Volatility

Realised Volatility
240 days
+246.18%
5 years
--
Standardised True Range
240 days
+1319.66%
5 years
--
Downside Risk-Adjusted Return
120 days
-319.93%
240 days
-319.93%
Maximum Daily Upside Volatility
60 days
+302.48%
Maximum Daily Downside Volatility
60 days
+163.66%

Liquidity

Average Turnover Rate
60 days
+92.97%
120 days
+100.34%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--