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ZTO Express (Cayman) Inc
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22.000USD
-0.245-1.10%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
16.89BMarket Cap
13.46P/E TTM
Risk Assessment
Currency: USD Updated: 2026-06-18The U.S. Dollar Index is currently in a neutral state, which has a neutral effect on the Freight & Logistics Services domestic-focused industry. The Dollar Index (DXY) measures the value of the U.S. dollar against a basket of major currencies, including the euro, yen, pound sterling, Canadian dollar, Swedish krona, and Swiss franc. The current risk assessment score of ZTO Express (Cayman) Inc is 9.44, ranking 4 out of 77 in the Freight & Logistics Services industry. The company's beta value is -0.22. This indicates that the stock tends to underperform the index during upward trending markets but experiences smaller declines during downward trending markets.
Beta vs S&P 500 index
-0.22
VaR
+3.37%
240-Day Maximum Drawdown
+15.22%
240-Day Volatility
+31.68%
Return
Best Daily Return
60 days
+3.54%
120 days
+7.50%
5 years
+19.75%
Worst Daily Return
60 days
-3.76%
120 days
-3.76%
5 years
-21.64%
Sharpe Ratio
60 days
-2.43
120 days
+0.33
5 years
+0.07
Risk Assessment
Maximum Drawdown
240 days
+15.22%
3 years
+39.98%
5 years
+49.55%
Return-to-Drawdown Ratio
240 days
+1.50
3 years
-0.15
5 years
-0.11
Skewness
240 days
+1.10
3 years
+0.43
5 years
+0.07
Volatility
Realised Volatility
240 days
+31.68%
5 years
+42.79%
Standardised True Range
240 days
+2.37%
5 years
+3.38%
Downside Risk-Adjusted Return
120 days
+65.25%
240 days
+65.25%
Maximum Daily Upside Volatility
60 days
+17.71%
Maximum Daily Downside Volatility
60 days
+24.42%
Liquidity
Average Turnover Rate
60 days
+0.21%
120 days
+0.24%
5 years
--
Turnover Deviation
20 days
-27.47%
60 days
-28.62%
120 days
-18.15%
