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ZK International Group Co Ltd
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1.350USD
-0.120-8.16%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
77.37MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
2.24
VaR
+8.80%
240-Day Maximum Drawdown
+63.75%
240-Day Volatility
+145.68%
Return
Best Daily Return
60 days
+25.41%
120 days
+25.41%
5 years
+123.01%
Worst Daily Return
60 days
-22.36%
120 days
-23.92%
5 years
-40.70%
Sharpe Ratio
60 days
-0.07
120 days
+0.23
5 years
-0.02
Risk Assessment
Maximum Drawdown
240 days
+63.75%
3 years
+88.94%
5 years
+96.42%
Return-to-Drawdown Ratio
240 days
-0.54
3 years
-0.25
5 years
-0.20
Skewness
240 days
+0.78
3 years
+4.83
5 years
+4.70
Volatility
Realised Volatility
240 days
+145.68%
5 years
+139.60%
Standardised True Range
240 days
+15.81%
5 years
+37.81%
Downside Risk-Adjusted Return
120 days
+37.84%
240 days
+37.84%
Maximum Daily Upside Volatility
60 days
+143.69%
Maximum Daily Downside Volatility
60 days
+92.51%
Liquidity
Average Turnover Rate
60 days
+0.03%
120 days
+0.08%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
