tradingkey.logo
tradingkey.logo
Search

Dermata Therapeutics Inc

DRMA
Add to Watchlist
1.340USD
-0.040-2.90%
Close 07/02, 13:00ETQuotes delayed by 15 min
5.39MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.70
VaR
+10.67%
240-Day Maximum Drawdown
+84.04%
240-Day Volatility
+132.87%

Return

Best Daily Return
60 days
+11.76%
120 days
+50.78%
5 years
+105.39%
Worst Daily Return
60 days
-12.03%
120 days
-30.05%
5 years
-59.88%
Sharpe Ratio
60 days
+0.42
120 days
-0.05
5 years
-0.64

Risk Assessment

Maximum Drawdown
240 days
+84.04%
3 years
+99.41%
5 years
+99.92%
Return-to-Drawdown Ratio
240 days
-0.95
3 years
-0.33
5 years
-0.20
Skewness
240 days
+1.69
3 years
+3.98
5 years
+3.25

Volatility

Realised Volatility
240 days
+132.87%
5 years
+211.81%
Standardised True Range
240 days
+21.20%
5 years
+1741.58%
Downside Risk-Adjusted Return
120 days
-8.14%
240 days
-8.14%
Maximum Daily Upside Volatility
60 days
+52.58%
Maximum Daily Downside Volatility
60 days
+43.73%

Liquidity

Average Turnover Rate
60 days
+117.10%
120 days
+1834.78%
5 years
--
Turnover Deviation
20 days
-80.28%
60 days
-83.89%
120 days
+152.36%