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Immix Biopharma Inc

IMMX
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10.340USD
+0.510+5.19%
Close 07/02, 13:00ETQuotes delayed by 15 min
547.51MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.10
VaR
--
240-Day Maximum Drawdown
+39.84%
240-Day Volatility
+98.62%

Return

Best Daily Return
60 days
+11.43%
120 days
+13.28%
5 years
--
Worst Daily Return
60 days
-9.76%
120 days
-14.93%
5 years
--
Sharpe Ratio
60 days
+1.45
120 days
+2.31
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+39.84%
3 years
+81.57%
5 years
--
Return-to-Drawdown Ratio
240 days
+6.23
3 years
+2.18
5 years
--
Skewness
240 days
+0.51
3 years
+0.86
5 years
--

Volatility

Realised Volatility
240 days
+98.62%
5 years
--
Standardised True Range
240 days
+5.13%
5 years
--
Downside Risk-Adjusted Return
120 days
+393.14%
240 days
+393.14%
Maximum Daily Upside Volatility
60 days
+54.16%
Maximum Daily Downside Volatility
60 days
+46.73%

Liquidity

Average Turnover Rate
60 days
+4.86%
120 days
+4.00%
5 years
--
Turnover Deviation
20 days
+298.60%
60 days
+165.08%
120 days
+118.35%