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TOYO Co., Ltd

TOYO
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11.800USD
-0.330-2.72%
Close 06/22, 16:00ETQuotes delayed by 15 min
445.56MMarket Cap
10.38P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.50
VaR
--
240-Day Maximum Drawdown
+28.61%
240-Day Volatility
+88.76%

Return

Best Daily Return
60 days
+19.64%
120 days
+19.64%
5 years
--
Worst Daily Return
60 days
-16.56%
120 days
-16.56%
5 years
--
Sharpe Ratio
60 days
+2.02
120 days
+1.89
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+28.61%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
+8.28
3 years
--
5 years
--
Skewness
240 days
+0.34
3 years
+3.23
5 years
--

Volatility

Realised Volatility
240 days
+88.76%
5 years
--
Standardised True Range
240 days
+5.41%
5 years
--
Downside Risk-Adjusted Return
120 days
+326.61%
240 days
+326.61%
Maximum Daily Upside Volatility
60 days
+78.66%
Maximum Daily Downside Volatility
60 days
+71.61%

Liquidity

Average Turnover Rate
60 days
+1.07%
120 days
+0.66%
5 years
--
Turnover Deviation
20 days
+264.79%
60 days
+121.58%
120 days
+36.01%
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