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Humacyte Inc

HUMAW
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0.010USD
-0.001-9.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.89
VaR
+14.93%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+76.67%
120 days
+76.67%
5 years
--
Worst Daily Return
60 days
-48.99%
120 days
-48.99%
5 years
-100.00%
Sharpe Ratio
60 days
-0.77
120 days
-0.33
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.98
3 years
-0.33
5 years
-0.20
Skewness
240 days
--
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
+433.52%
5 years
+2071.04%
Downside Risk-Adjusted Return
120 days
-51.13%
240 days
-51.13%
Maximum Daily Upside Volatility
60 days
+357.49%
Maximum Daily Downside Volatility
60 days
+345.81%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--