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Immunovant Inc
IMVTAdd to Watchlist
38.220USD
+0.600+1.59%
Close 06/24, 16:00（ET）Quotes delayed by 15 min
7.85BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.75
VaR
+5.11%
240-Day Maximum Drawdown
+20.98%
240-Day Volatility
+60.64%
Return
Best Daily Return
60 days
+35.26%
120 days
+35.26%
5 years
+97.04%
Worst Daily Return
60 days
-5.90%
120 days
-5.98%
5 years
-12.84%
Sharpe Ratio
60 days
+2.32
120 days
+1.51
5 years
+0.72
Risk Assessment
Maximum Drawdown
240 days
+20.98%
3 years
+69.88%
5 years
+69.88%
Return-to-Drawdown Ratio
240 days
+5.64
3 years
+0.39
5 years
+0.98
Skewness
240 days
+3.26
3 years
+10.40
5 years
+7.93
Volatility
Realised Volatility
240 days
+60.64%
5 years
+68.91%
Standardised True Range
240 days
+3.18%
5 years
+2.78%
Downside Risk-Adjusted Return
120 days
+397.21%
240 days
+397.21%
Maximum Daily Upside Volatility
60 days
+81.51%
Maximum Daily Downside Volatility
60 days
+50.15%
Liquidity
Average Turnover Rate
60 days
+1.10%
120 days
+0.96%
5 years
--
Turnover Deviation
20 days
+11.24%
60 days
+25.05%
120 days
+9.10%
