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Bright Minds Biosciences Inc

DRUG
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60.660USD
+1.140+1.92%
Close 06/18, 16:00ETQuotes delayed by 15 min
595.20MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.01
VaR
+7.78%
240-Day Maximum Drawdown
+38.35%
240-Day Volatility
+92.48%

Return

Best Daily Return
60 days
+11.05%
120 days
+16.50%
5 years
+1445.78%
Worst Daily Return
60 days
-9.20%
120 days
-9.20%
5 years
-42.40%
Sharpe Ratio
60 days
-0.95
120 days
-0.80
5 years
+0.50

Risk Assessment

Maximum Drawdown
240 days
+38.35%
3 years
+76.98%
5 years
--
Return-to-Drawdown Ratio
240 days
+3.18
3 years
+7.09
5 years
--
Skewness
240 days
+0.71
3 years
+25.92
5 years
+32.44

Volatility

Realised Volatility
240 days
+92.48%
5 years
--
Standardised True Range
240 days
+8.17%
5 years
--
Downside Risk-Adjusted Return
120 days
-144.00%
240 days
-144.00%
Maximum Daily Upside Volatility
60 days
+40.41%
Maximum Daily Downside Volatility
60 days
+46.10%

Liquidity

Average Turnover Rate
60 days
+3.92%
120 days
+3.19%
5 years
--
Turnover Deviation
20 days
-18.26%
60 days
-49.28%
120 days
-58.67%
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