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Utime Ltd

WTO
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9.600USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
37.73MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.20
VaR
+12.20%
240-Day Maximum Drawdown
+99.92%
240-Day Volatility
+382.68%

Return

Best Daily Return
60 days
+1009.85%
120 days
+1009.85%
5 years
+1009.85%
Worst Daily Return
60 days
-25.46%
120 days
-38.37%
5 years
-96.19%
Sharpe Ratio
60 days
+1.87
120 days
+1.34
5 years
+0.25

Risk Assessment

Maximum Drawdown
240 days
+99.92%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.98
3 years
-0.33
5 years
-0.20
Skewness
240 days
+14.61
3 years
+23.72
5 years
+27.97

Volatility

Realised Volatility
240 days
+382.68%
5 years
+242.41%
Standardised True Range
240 days
+190.30%
5 years
+132255.07%
Downside Risk-Adjusted Return
120 days
+1664.12%
240 days
+1664.12%
Maximum Daily Upside Volatility
60 days
+2102.38%
Maximum Daily Downside Volatility
60 days
+1769.43%

Liquidity

Average Turnover Rate
60 days
+84.90%
120 days
+48.86%
5 years
--
Turnover Deviation
20 days
-53.76%
60 days
-78.80%
120 days
-87.80%