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Dyne Therapeutics Inc

DYN
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19.800USD
+0.600+3.13%
Close 06/18, 16:00ETQuotes delayed by 15 min
3.27BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.08
VaR
+7.23%
240-Day Maximum Drawdown
+39.89%
240-Day Volatility
+78.97%

Return

Best Daily Return
60 days
+10.30%
120 days
+19.04%
5 years
+41.18%
Worst Daily Return
60 days
-7.60%
120 days
-9.65%
5 years
-31.15%
Sharpe Ratio
60 days
+0.99
120 days
+0.23
5 years
+0.45

Risk Assessment

Maximum Drawdown
240 days
+39.89%
3 years
+85.52%
5 years
+85.52%
Return-to-Drawdown Ratio
240 days
+3.56
3 years
+0.28
5 years
+0.05
Skewness
240 days
+2.15
3 years
+0.68
5 years
+0.62

Volatility

Realised Volatility
240 days
+78.97%
5 years
+86.98%
Standardised True Range
240 days
+5.46%
5 years
+5.57%
Downside Risk-Adjusted Return
120 days
+39.85%
240 days
+39.85%
Maximum Daily Upside Volatility
60 days
+48.50%
Maximum Daily Downside Volatility
60 days
+42.73%

Liquidity

Average Turnover Rate
60 days
+1.50%
120 days
+1.71%
5 years
--
Turnover Deviation
20 days
-17.59%
60 days
-22.34%
120 days
-11.19%
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