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Fibrobiologics Inc

FBLG
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0.875USD
-0.031-3.40%
Close 07/02, 13:00ETQuotes delayed by 15 min
2.91MMarket 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
+94.58%
240-Day Volatility
+141.11%

Return

Best Daily Return
60 days
+19.22%
120 days
+27.66%
5 years
--
Worst Daily Return
60 days
-14.66%
120 days
-42.11%
5 years
--
Sharpe Ratio
60 days
-1.71
120 days
-2.37
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+94.58%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.99
3 years
--
5 years
--
Skewness
240 days
-0.85
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+141.11%
5 years
--
Standardised True Range
240 days
+74.09%
5 years
--
Downside Risk-Adjusted Return
120 days
-280.28%
240 days
-280.28%
Maximum Daily Upside Volatility
60 days
+81.44%
Maximum Daily Downside Volatility
60 days
+53.72%

Liquidity

Average Turnover Rate
60 days
+0.64%
120 days
+1.96%
5 years
--
Turnover Deviation
20 days
-71.44%
60 days
-63.73%
120 days
+11.22%