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Edgewise Therapeutics Inc

EWTX
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40.630USD
-0.290-0.71%
Close 06/30, 16:00ETQuotes delayed by 15 min
4.37BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.27
VaR
+7.21%
240-Day Maximum Drawdown
+19.59%
240-Day Volatility
+70.38%

Return

Best Daily Return
60 days
+20.86%
120 days
+20.86%
5 years
+54.69%
Worst Daily Return
60 days
-7.48%
120 days
-7.48%
5 years
-24.01%
Sharpe Ratio
60 days
+1.50
120 days
+2.08
5 years
+0.63

Risk Assessment

Maximum Drawdown
240 days
+19.59%
3 years
+68.81%
5 years
+75.41%
Return-to-Drawdown Ratio
240 days
+10.10
3 years
+2.21
5 years
+0.41
Skewness
240 days
+1.57
3 years
+2.51
5 years
+1.67

Volatility

Realised Volatility
240 days
+70.38%
5 years
+83.57%
Standardised True Range
240 days
+3.68%
5 years
+2.80%
Downside Risk-Adjusted Return
120 days
+604.07%
240 days
+604.07%
Maximum Daily Upside Volatility
60 days
+68.24%
Maximum Daily Downside Volatility
60 days
+60.38%

Liquidity

Average Turnover Rate
60 days
+1.34%
120 days
+1.13%
5 years
--
Turnover Deviation
20 days
+58.41%
60 days
+14.71%
120 days
-3.51%