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Compass Pathways PLC

CMPS
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13.620USD
+0.330+2.48%
Close 07/02, 13:00ETQuotes delayed by 15 min
1.84BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.46
VaR
+7.16%
240-Day Maximum Drawdown
+38.22%
240-Day Volatility
+88.54%

Return

Best Daily Return
60 days
+42.04%
120 days
+42.04%
5 years
+42.04%
Worst Daily Return
60 days
-7.20%
120 days
-10.36%
5 years
-49.24%
Sharpe Ratio
60 days
+3.58
120 days
+1.56
5 years
+0.19

Risk Assessment

Maximum Drawdown
240 days
+38.22%
3 years
+81.00%
5 years
+95.20%
Return-to-Drawdown Ratio
240 days
+5.67
3 years
+0.26
5 years
-0.12
Skewness
240 days
+2.32
3 years
-0.11
5 years
-0.04

Volatility

Realised Volatility
240 days
+88.54%
5 years
+86.95%
Standardised True Range
240 days
+3.91%
5 years
+5.20%
Downside Risk-Adjusted Return
120 days
+501.66%
240 days
+501.66%
Maximum Daily Upside Volatility
60 days
+118.34%
Maximum Daily Downside Volatility
60 days
+81.36%

Liquidity

Average Turnover Rate
60 days
+4.70%
120 days
+3.95%
5 years
--
Turnover Deviation
20 days
+59.83%
60 days
+105.09%
120 days
+72.41%