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BioSig Technologies Inc

BSGM
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6.100USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
187.84MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.68
VaR
+12.16%
240-Day Maximum Drawdown
+80.42%
240-Day Volatility
+228.96%

Return

Best Daily Return
60 days
+37.08%
120 days
+37.08%
5 years
+91.56%
Worst Daily Return
60 days
-27.36%
120 days
-27.36%
5 years
-72.19%
Sharpe Ratio
60 days
+0.71
120 days
+3.44
5 years
+0.47

Risk Assessment

Maximum Drawdown
240 days
+80.42%
3 years
+97.88%
5 years
+99.64%
Return-to-Drawdown Ratio
240 days
+3.56
3 years
-0.06
5 years
-0.18
Skewness
240 days
+1.02
3 years
+1.22
5 years
+1.36

Volatility

Realised Volatility
240 days
+228.96%
5 years
+165.69%
Standardised True Range
240 days
+8.12%
5 years
+26.46%
Downside Risk-Adjusted Return
120 days
+710.87%
240 days
+710.87%
Maximum Daily Upside Volatility
60 days
+122.13%
Maximum Daily Downside Volatility
60 days
+124.55%

Liquidity

Average Turnover Rate
60 days
+4.71%
120 days
+3.56%
5 years
--
Turnover Deviation
20 days
-70.92%
60 days
-59.05%
120 days
-69.02%