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YSX Tech Co Ltd

YSXT
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1.090USD
+0.040+3.81%
Close 07/01, 16:00ETQuotes delayed by 15 min
25.55MMarket Cap
5.28P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+81.20%
240-Day Volatility
+149.57%

Return

Best Daily Return
60 days
+9.00%
120 days
+13.22%
5 years
--
Worst Daily Return
60 days
-15.32%
120 days
-16.88%
5 years
--
Sharpe Ratio
60 days
-0.31
120 days
-0.02
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+81.20%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.96
3 years
--
5 years
--
Skewness
240 days
+0.58
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+149.57%
5 years
--
Standardised True Range
240 days
+20.61%
5 years
--
Downside Risk-Adjusted Return
120 days
-1.95%
240 days
-1.95%
Maximum Daily Upside Volatility
60 days
+60.57%
Maximum Daily Downside Volatility
60 days
+50.05%

Liquidity

Average Turnover Rate
60 days
+0.71%
120 days
+1.86%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--