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89Bio Inc

ETNB
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14.840USD
0.0000.00%
Close 07/01, 16:00ETQuotes delayed by 15 min
2.20BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.24
VaR
+7.18%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+85.15%
120 days
+85.15%
5 years
+85.15%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-0.50
120 days
-0.07
5 years
+0.08

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-1.64
3 years
-1.70
5 years
-0.96

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-6.51%
240 days
-6.51%
Maximum Daily Upside Volatility
60 days
+274.62%
Maximum Daily Downside Volatility
60 days
+272.99%

Liquidity

Average Turnover Rate
60 days
+1.18%
120 days
+1.33%
5 years
--
Turnover Deviation
20 days
-20.17%
60 days
-13.50%
120 days
-2.37%