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Star Fashion Culture Holdings Ltd

STFS
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8.320USD
+1.090+15.08%
Close 06/23, 16:00ETQuotes delayed by 15 min
10.09MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+96.72%
240-Day Volatility
+242.99%

Return

Best Daily Return
60 days
+96.53%
120 days
+96.53%
5 years
--
Worst Daily Return
60 days
-25.58%
120 days
-25.58%
5 years
--
Sharpe Ratio
60 days
+2.24
120 days
+1.56
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+96.72%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.87
3 years
--
5 years
--
Skewness
240 days
+0.78
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+242.99%
5 years
--
Standardised True Range
240 days
+26.28%
5 years
--
Downside Risk-Adjusted Return
120 days
+312.48%
240 days
+312.48%
Maximum Daily Upside Volatility
60 days
+398.90%
Maximum Daily Downside Volatility
60 days
+118.06%

Liquidity

Average Turnover Rate
60 days
+1.82%
120 days
+20.11%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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