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Cyclacel Pharmaceuticals Inc

CYCC
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6.365USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
10.08MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.17
VaR
+10.20%
240-Day Maximum Drawdown
+98.92%
240-Day Volatility
+362.87%

Return

Best Daily Return
60 days
+1328.00%
120 days
+1328.00%
5 years
+1328.00%
Worst Daily Return
60 days
-33.50%
120 days
-58.28%
5 years
-58.28%
Sharpe Ratio
60 days
+2.28
120 days
+1.42
5 years
+0.35

Risk Assessment

Maximum Drawdown
240 days
+98.92%
3 years
+99.93%
5 years
+99.99%
Return-to-Drawdown Ratio
240 days
-0.62
3 years
-0.33
5 years
-0.20
Skewness
240 days
+14.39
3 years
+24.38
5 years
+31.08

Volatility

Realised Volatility
240 days
+362.87%
5 years
+195.33%
Standardised True Range
240 days
+18.42%
5 years
+588.58%
Downside Risk-Adjusted Return
120 days
+1892.96%
240 days
+1892.96%
Maximum Daily Upside Volatility
60 days
+3036.95%
Maximum Daily Downside Volatility
60 days
+2480.31%

Liquidity

Average Turnover Rate
60 days
+26.42%
120 days
+27.25%
5 years
--
Turnover Deviation
20 days
-99.69%
60 days
-94.83%
120 days
-94.67%
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