tradingkey.logo
tradingkey.logo
Search

enGene Holdings Inc

ENGN
Add to Watchlist
1.720USD
-0.020-1.15%
Close 06/18, 16:00ETQuotes delayed by 15 min
115.22MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.04
VaR
--
240-Day Maximum Drawdown
+88.17%
240-Day Volatility
+178.05%

Return

Best Daily Return
60 days
+17.53%
120 days
+17.53%
5 years
--
Worst Daily Return
60 days
-80.56%
120 days
-80.56%
5 years
--
Sharpe Ratio
60 days
-1.18
120 days
-0.99
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+88.17%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.62
3 years
--
5 years
--
Skewness
240 days
-3.54
3 years
+3.79
5 years
--

Volatility

Realised Volatility
240 days
+178.05%
5 years
--
Standardised True Range
240 days
+35.36%
5 years
--
Downside Risk-Adjusted Return
120 days
-86.63%
240 days
-86.63%
Maximum Daily Upside Volatility
60 days
+172.87%
Maximum Daily Downside Volatility
60 days
+168.40%

Liquidity

Average Turnover Rate
60 days
+3.28%
120 days
+2.08%
5 years
--
Turnover Deviation
20 days
+107.94%
60 days
+219.00%
120 days
+102.45%
KeyAI