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ICAD Inc

ICAD
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3.870USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
105.19MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.42
VaR
+6.31%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+5.93%
120 days
+59.07%
5 years
+74.27%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.59
120 days
-0.29
5 years
-0.03

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-4.38
3 years
-1.35
5 years
-1.28

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-25.96%
240 days
-25.96%
Maximum Daily Upside Volatility
60 days
+212.15%
Maximum Daily Downside Volatility
60 days
+203.07%

Liquidity

Average Turnover Rate
60 days
+1.50%
120 days
+2.46%
5 years
--
Turnover Deviation
20 days
-45.69%
60 days
+29.60%
120 days
+112.65%