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CNS Pharmaceuticals Inc

CNSP
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5.070USD
+0.390+8.33%
Close 07/02, 13:00ETQuotes delayed by 15 min
4.11MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.88
VaR
+11.96%
240-Day Maximum Drawdown
+79.85%
240-Day Volatility
+187.29%

Return

Best Daily Return
60 days
+239.23%
120 days
+239.23%
5 years
+243.07%
Worst Daily Return
60 days
-9.80%
120 days
-14.08%
5 years
-60.66%
Sharpe Ratio
60 days
+1.71
120 days
+0.74
5 years
-0.64

Risk Assessment

Maximum Drawdown
240 days
+79.85%
3 years
+99.99%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.59
3 years
-0.33
5 years
-0.20
Skewness
240 days
+12.66
3 years
+9.99
5 years
+11.61

Volatility

Realised Volatility
240 days
+187.29%
5 years
+227.64%
Standardised True Range
240 days
+11.40%
5 years
+21002.33%
Downside Risk-Adjusted Return
120 days
+533.11%
240 days
+533.11%
Maximum Daily Upside Volatility
60 days
+725.58%
Maximum Daily Downside Volatility
60 days
+465.82%

Liquidity

Average Turnover Rate
60 days
+3989.32%
120 days
+2071.03%
5 years
--
Turnover Deviation
20 days
-99.72%
60 days
-73.07%
120 days
-86.02%