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ZJK Industrial Co Ltd

ZJK
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1.950USD
-0.039-1.98%
Close 07/02, 13:00ETQuotes delayed by 15 min
125.43MMarket Cap
11.97P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+61.90%
240-Day Volatility
+113.79%

Return

Best Daily Return
60 days
+25.33%
120 days
+25.33%
5 years
--
Worst Daily Return
60 days
-19.24%
120 days
-19.24%
5 years
--
Sharpe Ratio
60 days
+0.55
120 days
-0.10
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+61.90%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.83
3 years
--
5 years
--
Skewness
240 days
+1.70
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+113.79%
5 years
--
Standardised True Range
240 days
+12.05%
5 years
--
Downside Risk-Adjusted Return
120 days
-17.63%
240 days
-17.63%
Maximum Daily Upside Volatility
60 days
+133.60%
Maximum Daily Downside Volatility
60 days
+73.31%

Liquidity

Average Turnover Rate
60 days
+0.07%
120 days
+0.05%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--