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ReTo Eco-Solutions Inc

RETO
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2.590USD
+0.120+4.86%
Close 06/30, 16:00ETQuotes delayed by 15 min
1.52MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.29
VaR
+12.34%
240-Day Maximum Drawdown
+96.11%
240-Day Volatility
+232.15%

Return

Best Daily Return
60 days
+281.88%
120 days
+281.88%
5 years
+281.88%
Worst Daily Return
60 days
-35.25%
120 days
-35.25%
5 years
-82.93%
Sharpe Ratio
60 days
+2.03
120 days
+1.17
5 years
-0.01

Risk Assessment

Maximum Drawdown
240 days
+96.11%
3 years
+99.98%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.82
3 years
-0.33
5 years
-0.20
Skewness
240 days
+10.84
3 years
+10.35
5 years
+9.99

Volatility

Realised Volatility
240 days
+232.15%
5 years
--
Standardised True Range
240 days
+15.75%
5 years
+7694.39%
Downside Risk-Adjusted Return
120 days
+410.51%
240 days
+410.51%
Maximum Daily Upside Volatility
60 days
+646.73%
Maximum Daily Downside Volatility
60 days
+492.37%

Liquidity

Average Turnover Rate
60 days
+3352.91%
120 days
+3128.93%
5 years
--
Turnover Deviation
20 days
-92.54%
60 days
-24.19%
120 days
-29.26%
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