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Incyte Corp
INCYAdd to Watchlist
125.310USD
-2.310-1.81%
Close 09-18 16:00（ET）
25.19BMarket Cap
17.18P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-18Beta vs S&P 500 index
0.79
VaR
+2.70%
240-Day Maximum Drawdown
+18.33%
240-Day Volatility
+36.71%
Return
Best Daily Return
60 days
+9.30%
120 days
+9.30%
5 years
+12.04%
Worst Daily Return
60 days
-3.23%
120 days
-6.04%
5 years
-8.62%
Sharpe Ratio
60 days
+2.39
120 days
+2.07
5 years
+0.60
Risk Assessment
Maximum Drawdown
240 days
+18.33%
3 years
+33.83%
5 years
+40.50%
Return-to-Drawdown Ratio
240 days
+2.42
3 years
+1.30
5 years
+0.46
Skewness
240 days
+0.53
3 years
+0.49
5 years
+0.37
Volatility
Realised Volatility
240 days
+36.71%
5 years
+32.54%
Standardised True Range
240 days
+2.66%
5 years
+1.65%
Downside Risk-Adjusted Return
120 days
+410.75%
240 days
+410.75%
Maximum Daily Upside Volatility
60 days
+31.07%
Maximum Daily Downside Volatility
60 days
+19.77%
Liquidity
Average Turnover Rate
60 days
+0.86%
120 days
+0.85%
5 years
--
Turnover Deviation
20 days
-26.18%
60 days
-11.57%
120 days
-12.97%