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eXoZymes Inc

EXOZ
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8.480USD
-0.020-0.24%
Close 07/02, 13:00ETQuotes delayed by 15 min
71.29MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+61.64%
240-Day Volatility
+95.46%

Return

Best Daily Return
60 days
+23.70%
120 days
+23.70%
5 years
--
Worst Daily Return
60 days
-14.69%
120 days
-14.69%
5 years
--
Sharpe Ratio
60 days
+0.28
120 days
-0.13
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+61.64%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.13
3 years
--
5 years
--
Skewness
240 days
+1.06
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+95.46%
5 years
--
Standardised True Range
240 days
+8.49%
5 years
--
Downside Risk-Adjusted Return
120 days
-21.61%
240 days
-21.61%
Maximum Daily Upside Volatility
60 days
+89.68%
Maximum Daily Downside Volatility
60 days
+60.11%

Liquidity

Average Turnover Rate
60 days
+0.08%
120 days
+0.06%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--