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SHENGFENG DEVELOPMENT Ltd
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0.830USD
-0.074-8.20%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
68.47MMarket Cap
5.85P/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
+38.40%
240-Day Volatility
+90.85%
Return
Best Daily Return
60 days
+17.44%
120 days
+17.44%
5 years
--
Worst Daily Return
60 days
-13.85%
120 days
-13.85%
5 years
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Sharpe Ratio
60 days
+0.47
120 days
+0.20
5 years
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Risk Assessment
Maximum Drawdown
240 days
+38.40%
3 years
+95.41%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.21
3 years
-0.29
5 years
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Skewness
240 days
+1.84
3 years
-0.62
5 years
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Volatility
Realised Volatility
240 days
+90.85%
5 years
--
Standardised True Range
240 days
+6.53%
5 years
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Downside Risk-Adjusted Return
120 days
+36.59%
240 days
+36.59%
Maximum Daily Upside Volatility
60 days
+95.07%
Maximum Daily Downside Volatility
60 days
+71.85%
Liquidity
Average Turnover Rate
60 days
+0.03%
120 days
+0.02%
5 years
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Turnover Deviation
20 days
+4.27%
60 days
-35.34%
120 days
-51.87%