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Inozyme Pharma Inc

INZY
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4.000USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
257.88MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.27
VaR
+7.83%
240-Day Maximum Drawdown
+86.31%
240-Day Volatility
+141.51%

Return

Best Daily Return
60 days
+178.17%
120 days
+178.17%
5 years
+178.17%
Worst Daily Return
60 days
-15.44%
120 days
-28.75%
5 years
-28.75%
Sharpe Ratio
60 days
+2.65
120 days
+1.02
5 years
+0.13

Risk Assessment

Maximum Drawdown
240 days
+86.31%
3 years
+89.28%
5 years
+97.06%
Return-to-Drawdown Ratio
240 days
-0.31
3 years
+0.02
5 years
-0.17
Skewness
240 days
+11.47
3 years
+12.50
5 years
+11.83

Volatility

Realised Volatility
240 days
+141.51%
5 years
+109.18%
Standardised True Range
240 days
+5.26%
5 years
+14.29%
Downside Risk-Adjusted Return
120 days
+379.41%
240 days
+379.41%
Maximum Daily Upside Volatility
60 days
+384.65%
Maximum Daily Downside Volatility
60 days
+376.48%

Liquidity

Average Turnover Rate
60 days
+3.49%
120 days
+2.32%
5 years
--
Turnover Deviation
20 days
+40.33%
60 days
+192.76%
120 days
+94.06%