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Jin Medical International Ltd

ZJYL
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1.960USD
+0.070+3.70%
Close 07/02, 13:00ETQuotes delayed by 15 min
15.34MMarket Cap
171.18P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+89.29%
240-Day Volatility
+148.37%

Return

Best Daily Return
60 days
+33.20%
120 days
+33.20%
5 years
--
Worst Daily Return
60 days
-18.39%
120 days
-31.48%
5 years
--
Sharpe Ratio
60 days
+0.48
120 days
-1.15
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+89.29%
3 years
+99.34%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.95
3 years
-0.28
5 years
--
Skewness
240 days
+0.25
3 years
+9.51
5 years
--

Volatility

Realised Volatility
240 days
+148.37%
5 years
--
Standardised True Range
240 days
+30.05%
5 years
--
Downside Risk-Adjusted Return
120 days
-150.06%
240 days
-150.06%
Maximum Daily Upside Volatility
60 days
+188.36%
Maximum Daily Downside Volatility
60 days
+92.65%

Liquidity

Average Turnover Rate
60 days
+0.21%
120 days
+0.32%
5 years
--
Turnover Deviation
20 days
-91.51%
60 days
-27.06%
120 days
+10.48%