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Emeren Group Ltd

SOL
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1.940USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
99.56MMarket Cap
6.68P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.97
VaR
+6.67%
240-Day Maximum Drawdown
+47.56%
240-Day Volatility
+62.63%

Return

Best Daily Return
60 days
+5.59%
120 days
+5.59%
5 years
+36.53%
Worst Daily Return
60 days
-1.69%
120 days
-3.16%
5 years
-19.05%
Sharpe Ratio
60 days
+0.63
120 days
+0.44
5 years
-0.16

Risk Assessment

Maximum Drawdown
240 days
+47.56%
3 years
+77.94%
5 years
+92.81%
Return-to-Drawdown Ratio
240 days
-0.07
3 years
-0.26
5 years
-0.18
Skewness
240 days
+2.30
3 years
+1.15
5 years
+1.45

Volatility

Realised Volatility
240 days
+62.63%
5 years
+74.16%
Standardised True Range
240 days
+3.62%
5 years
+14.44%
Downside Risk-Adjusted Return
120 days
+114.03%
240 days
+114.03%
Maximum Daily Upside Volatility
60 days
+20.34%
Maximum Daily Downside Volatility
60 days
+13.05%

Liquidity

Average Turnover Rate
60 days
+0.05%
120 days
+0.05%
5 years
--
Turnover Deviation
20 days
-59.28%
60 days
-26.72%
120 days
-13.06%
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