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Scienjoy Holding Corp
SJAdd to Watchlist
0.693USD
+0.003+0.43%
Market hours 09/21, 13:22（ET）
29.43MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-16Beta vs S&P 500 index
0.82
VaR
+8.91%
240-Day Maximum Drawdown
+57.23%
240-Day Volatility
+138.13%
Return
Best Daily Return
60 days
+20.46%
120 days
+20.46%
5 years
+47.90%
Worst Daily Return
60 days
-23.78%
120 days
-23.78%
5 years
-58.93%
Sharpe Ratio
60 days
-0.45
120 days
-1.07
5 years
+0.16
Risk Assessment
Maximum Drawdown
240 days
+57.23%
3 years
+86.51%
5 years
+93.39%
Return-to-Drawdown Ratio
240 days
+0.28
3 years
-0.29
5 years
-0.18
Skewness
240 days
+0.92
3 years
-0.54
5 years
-0.64
Volatility
Realised Volatility
240 days
+138.13%
5 years
+126.19%
Standardised True Range
240 days
+15.45%
5 years
+28.48%
Downside Risk-Adjusted Return
120 days
-156.69%
240 days
-156.69%
Maximum Daily Upside Volatility
60 days
+103.80%
Maximum Daily Downside Volatility
60 days
+87.56%
Liquidity
Average Turnover Rate
60 days
+0.09%
120 days
+0.13%
5 years
--
Turnover Deviation
20 days
+13.48%
60 days
-17.46%
120 days
+18.94%