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Biohaven Ltd

BHVN
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13.570USD
-0.070-0.51%
Close 06/18, 16:00ETQuotes delayed by 15 min
2.04BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
3.29
VaR
--
240-Day Maximum Drawdown
+56.99%
240-Day Volatility
+102.40%

Return

Best Daily Return
60 days
+13.71%
120 days
+22.04%
5 years
--
Worst Daily Return
60 days
-11.37%
120 days
-11.37%
5 years
--
Sharpe Ratio
60 days
+2.56
120 days
+1.05
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+56.99%
3 years
+86.96%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.03
3 years
-0.12
5 years
--
Skewness
240 days
-0.70
3 years
-0.12
5 years
--

Volatility

Realised Volatility
240 days
+102.40%
5 years
--
Standardised True Range
240 days
+6.79%
5 years
--
Downside Risk-Adjusted Return
120 days
+218.67%
240 days
+218.67%
Maximum Daily Upside Volatility
60 days
+71.18%
Maximum Daily Downside Volatility
60 days
+53.33%

Liquidity

Average Turnover Rate
60 days
+2.37%
120 days
+2.48%
5 years
--
Turnover Deviation
20 days
+66.25%
60 days
+19.10%
120 days
+24.44%
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