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Brainstorm Cell Therapeutics Inc

BCLI
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1.170USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
9.26MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.14
VaR
+8.81%
240-Day Maximum Drawdown
+86.68%
240-Day Volatility
+126.05%

Return

Best Daily Return
60 days
+19.81%
120 days
+19.81%
5 years
+53.85%
Worst Daily Return
60 days
-10.77%
120 days
-18.03%
5 years
-66.33%
Sharpe Ratio
60 days
+1.72
120 days
-1.01
5 years
-0.36

Risk Assessment

Maximum Drawdown
240 days
+86.68%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.89
3 years
-0.33
5 years
-0.20
Skewness
240 days
+0.72
3 years
+0.56
5 years
-0.18

Volatility

Realised Volatility
240 days
+126.05%
5 years
--
Standardised True Range
240 days
+18.27%
5 years
+244.50%
Downside Risk-Adjusted Return
120 days
-157.50%
240 days
-157.50%
Maximum Daily Upside Volatility
60 days
+130.92%
Maximum Daily Downside Volatility
60 days
+58.61%

Liquidity

Average Turnover Rate
60 days
+22.51%
120 days
+12.51%
5 years
--
Turnover Deviation
20 days
-100.00%
60 days
-100.00%
120 days
-100.00%