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Enliven Therapeutics Inc

ELVN
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48.943USD
-1.807-3.56%
Market hours ETQuotes delayed by 15 min
2.98BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.30
VaR
+6.50%
240-Day Maximum Drawdown
+36.84%
240-Day Volatility
+76.66%

Return

Best Daily Return
60 days
+14.30%
120 days
+50.29%
5 years
+71.79%
Worst Daily Return
60 days
-8.17%
120 days
-8.17%
5 years
-22.09%
Sharpe Ratio
60 days
+2.20
120 days
+3.00
5 years
+0.65

Risk Assessment

Maximum Drawdown
240 days
+36.84%
3 years
+49.54%
5 years
+77.85%
Return-to-Drawdown Ratio
240 days
+3.71
3 years
+1.40
5 years
+0.47
Skewness
240 days
+3.89
3 years
+2.40
5 years
+3.56

Volatility

Realised Volatility
240 days
+76.66%
5 years
+91.18%
Standardised True Range
240 days
+3.54%
5 years
+2.57%
Downside Risk-Adjusted Return
120 days
+1090.49%
240 days
+1090.49%
Maximum Daily Upside Volatility
60 days
+64.17%
Maximum Daily Downside Volatility
60 days
+40.12%

Liquidity

Average Turnover Rate
60 days
+2.30%
120 days
+2.27%
5 years
--
Turnover Deviation
20 days
+260.95%
60 days
+106.47%
120 days
+104.11%