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Adaptimmune Therapeutics PLC

ADAP
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0.055USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
10.60MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.38
VaR
+7.90%
240-Day Maximum Drawdown
+95.02%
240-Day Volatility
+224.38%

Return

Best Daily Return
60 days
+98.02%
120 days
+98.02%
5 years
+98.02%
Worst Daily Return
60 days
-70.51%
120 days
-71.17%
5 years
-71.17%
Sharpe Ratio
60 days
+1.20
120 days
+0.20
5 years
-0.22

Risk Assessment

Maximum Drawdown
240 days
+95.02%
3 years
+98.10%
5 years
+99.40%
Return-to-Drawdown Ratio
240 days
-0.98
3 years
-0.33
5 years
-0.20
Skewness
240 days
+0.97
3 years
+1.14
5 years
+1.22

Volatility

Realised Volatility
240 days
+224.38%
5 years
+130.87%
Standardised True Range
240 days
+63.76%
5 years
+261.66%
Downside Risk-Adjusted Return
120 days
+27.26%
240 days
+27.26%
Maximum Daily Upside Volatility
60 days
+408.59%
Maximum Daily Downside Volatility
60 days
+200.32%

Liquidity

Average Turnover Rate
60 days
+2.37%
120 days
+1.26%
5 years
--
Turnover Deviation
20 days
+1328.18%
60 days
+503.27%
120 days
+220.97%
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