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Daxor Corp

DXR
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11.090USD
+0.740+7.15%
Market hours ETQuotes delayed by 15 min
56.11MMarket Cap
31.89P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.26
VaR
+4.98%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+11.11%
120 days
+11.11%
5 years
--
Worst Daily Return
60 days
-7.71%
120 days
-8.13%
5 years
-100.00%
Sharpe Ratio
60 days
+0.73
120 days
-0.79
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.11
3 years
+0.01
5 years
-0.02
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+6.81%
5 years
+7.65%
Downside Risk-Adjusted Return
120 days
-129.49%
240 days
-129.49%
Maximum Daily Upside Volatility
60 days
+78.71%
Maximum Daily Downside Volatility
60 days
+63.12%

Liquidity

Average Turnover Rate
60 days
+0.20%
120 days
+0.15%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--