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Immutep Ltd

IMMP
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0.376USD
+0.002+0.59%
Close 06/18, 16:00ETQuotes delayed by 15 min
54.93MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.23
VaR
+6.10%
240-Day Maximum Drawdown
+90.31%
240-Day Volatility
+222.23%

Return

Best Daily Return
60 days
+72.81%
120 days
+72.81%
5 years
+72.81%
Worst Daily Return
60 days
-9.41%
120 days
-82.44%
5 years
-82.44%
Sharpe Ratio
60 days
+0.46
120 days
-0.83
5 years
+0.02

Risk Assessment

Maximum Drawdown
240 days
+90.31%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.85
3 years
-0.27
5 years
-0.18
Skewness
240 days
-1.18
3 years
-0.60
5 years
+0.82

Volatility

Realised Volatility
240 days
+222.23%
5 years
--
Standardised True Range
240 days
+29.67%
5 years
+40.04%
Downside Risk-Adjusted Return
120 days
-90.06%
240 days
-90.06%
Maximum Daily Upside Volatility
60 days
+479.98%
Maximum Daily Downside Volatility
60 days
+159.18%

Liquidity

Average Turnover Rate
60 days
+10.11%
120 days
+5.33%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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