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Blueprint Medicines Corp

BPMC
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129.460USD
0.0000.00%
Market hours ETQuotes delayed by 15 min
8.36BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.94
VaR
+4.78%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+26.09%
120 days
+26.09%
5 years
+26.09%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.01
120 days
-1.11
5 years
-0.02

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-10.79
3 years
-10.68
5 years
-9.52

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-89.91%
240 days
-89.91%
Maximum Daily Upside Volatility
60 days
+217.00%
Maximum Daily Downside Volatility
60 days
+212.23%

Liquidity

Average Turnover Rate
60 days
+5.90%
120 days
+3.79%
5 years
--
Turnover Deviation
20 days
+285.23%
60 days
+228.49%
120 days
+110.89%
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