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Shineco Inc

SISI
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5.600USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
1.92KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.86
VaR
+12.49%
240-Day Maximum Drawdown
+97.10%
240-Day Volatility
+458.98%

Return

Best Daily Return
60 days
+4580.37%
120 days
+4580.37%
5 years
+4580.37%
Worst Daily Return
60 days
-22.93%
120 days
-36.00%
5 years
-60.35%
Sharpe Ratio
60 days
+2.03
120 days
+1.41
5 years
+0.42

Risk Assessment

Maximum Drawdown
240 days
+97.10%
3 years
+99.98%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.26
3 years
-0.32
5 years
-0.20
Skewness
240 days
+15.49
3 years
+26.71
5 years
+34.41

Volatility

Realised Volatility
240 days
+458.98%
5 years
+255.91%
Standardised True Range
240 days
+5.93%
5 years
+1090.05%
Downside Risk-Adjusted Return
120 days
+7382.05%
240 days
+7382.05%
Maximum Daily Upside Volatility
60 days
+10935.83%
Maximum Daily Downside Volatility
60 days
+9088.69%

Liquidity

Average Turnover Rate
60 days
+35.38%
120 days
+22.71%
5 years
--
Turnover Deviation
20 days
-98.00%
60 days
-93.65%
120 days
-95.92%