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Context Therapeutics Inc

CNTX
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0.642USD
+0.033+5.49%
Market hours ETQuotes delayed by 15 min
58.96MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.60
VaR
--
240-Day Maximum Drawdown
+83.51%
240-Day Volatility
+108.55%

Return

Best Daily Return
60 days
+13.31%
120 days
+14.92%
5 years
--
Worst Daily Return
60 days
-51.14%
120 days
-51.14%
5 years
--
Sharpe Ratio
60 days
-3.61
120 days
-1.01
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+83.51%
3 years
+83.51%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.40
3 years
-0.18
5 years
--
Skewness
240 days
-1.83
3 years
-0.13
5 years
--

Volatility

Realised Volatility
240 days
+108.55%
5 years
--
Standardised True Range
240 days
+25.41%
5 years
--
Downside Risk-Adjusted Return
120 days
-106.94%
240 days
-106.94%
Maximum Daily Upside Volatility
60 days
+63.94%
Maximum Daily Downside Volatility
60 days
+120.70%

Liquidity

Average Turnover Rate
60 days
+2.06%
120 days
+1.83%
5 years
--
Turnover Deviation
20 days
+452.30%
60 days
+167.55%
120 days
+138.21%