tradingkey.logo
tradingkey.logo
Search

Immunoprecise Antibodies Ltd

IPA
Add to Watchlist
2.070USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
95.54MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.77
VaR
+8.15%
240-Day Maximum Drawdown
+51.59%
240-Day Volatility
+155.14%

Return

Best Daily Return
60 days
+35.00%
120 days
+35.00%
5 years
+136.49%
Worst Daily Return
60 days
-18.57%
120 days
-18.57%
5 years
-35.40%
Sharpe Ratio
60 days
+3.27
120 days
+3.01
5 years
+0.31

Risk Assessment

Maximum Drawdown
240 days
+51.59%
3 years
+94.24%
5 years
--
Return-to-Drawdown Ratio
240 days
+4.99
3 years
-0.21
5 years
--
Skewness
240 days
+1.31
3 years
+1.34
5 years
+5.81

Volatility

Realised Volatility
240 days
+155.14%
5 years
--
Standardised True Range
240 days
+5.04%
5 years
--
Downside Risk-Adjusted Return
120 days
+690.13%
240 days
+690.13%
Maximum Daily Upside Volatility
60 days
+204.70%
Maximum Daily Downside Volatility
60 days
+102.67%

Liquidity

Average Turnover Rate
60 days
+6.90%
120 days
+4.62%
5 years
--
Turnover Deviation
20 days
-32.03%
60 days
+31.22%
120 days
-12.19%