tradingkey.logo
tradingkey.logo
Search

Integral Ad Science Holding Corp

IAS
Add to Watchlist
10.340USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.74BMarket Cap
36.30P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.57
VaR
--
240-Day Maximum Drawdown
+40.76%
240-Day Volatility
+40.76%

Return

Best Daily Return
60 days
+0.78%
120 days
+20.45%
5 years
--
Worst Daily Return
60 days
-0.59%
120 days
-4.87%
5 years
--
Sharpe Ratio
60 days
+2.00
120 days
+1.24
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+40.76%
3 years
+69.40%
5 years
--
Return-to-Drawdown Ratio
240 days
+0.16
3 years
-0.03
5 years
--
Skewness
240 days
+2.58
3 years
-2.65
5 years
--

Volatility

Realised Volatility
240 days
+40.76%
5 years
--
Standardised True Range
240 days
+2.29%
5 years
--
Downside Risk-Adjusted Return
120 days
+251.59%
240 days
+251.59%
Maximum Daily Upside Volatility
60 days
+2.67%
Maximum Daily Downside Volatility
60 days
+2.28%

Liquidity

Average Turnover Rate
60 days
+0.52%
120 days
+0.63%
5 years
--
Turnover Deviation
20 days
-25.48%
60 days
-28.02%
120 days
-12.46%
KeyAI