tradingkey.logo
tradingkey.logo
Search

Origin Agritech Ltd

SEED
Add to Watchlist
1.030USD
+0.043+4.38%
Close 06/22, 16:00ETQuotes delayed by 15 min
6.51MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.52
VaR
+7.88%
240-Day Maximum Drawdown
+52.02%
240-Day Volatility
+120.98%

Return

Best Daily Return
60 days
+16.94%
120 days
+16.94%
5 years
+64.34%
Worst Daily Return
60 days
-11.72%
120 days
-11.72%
5 years
-22.87%
Sharpe Ratio
60 days
-1.00
120 days
-0.17
5 years
-0.03

Risk Assessment

Maximum Drawdown
240 days
+52.02%
3 years
+86.49%
5 years
+92.89%
Return-to-Drawdown Ratio
240 days
+0.06
3 years
-0.28
5 years
-0.19
Skewness
240 days
+1.37
3 years
+2.39
5 years
+1.92

Volatility

Realised Volatility
240 days
+120.98%
5 years
+110.33%
Standardised True Range
240 days
+11.09%
5 years
+36.95%
Downside Risk-Adjusted Return
120 days
-26.23%
240 days
-26.23%
Maximum Daily Upside Volatility
60 days
+67.53%
Maximum Daily Downside Volatility
60 days
+51.63%

Liquidity

Average Turnover Rate
60 days
+1.52%
120 days
+2.84%
5 years
--
Turnover Deviation
20 days
-85.78%
60 days
-82.45%
120 days
-67.07%
KeyAI