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Innate Pharma SA

IPHA
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1.800USD
-0.010-0.55%
Close 07/02, 13:00ETQuotes delayed by 15 min
171.76MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.28
VaR
+6.29%
240-Day Maximum Drawdown
+50.84%
240-Day Volatility
+91.48%

Return

Best Daily Return
60 days
+64.39%
120 days
+64.39%
5 years
--
Worst Daily Return
60 days
-10.45%
120 days
-10.45%
5 years
-100.00%
Sharpe Ratio
60 days
+1.29
120 days
+0.49
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+50.84%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.12
3 years
-0.13
5 years
-0.16
Skewness
240 days
+5.95
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+91.48%
5 years
--
Standardised True Range
240 days
+6.42%
5 years
+9.54%
Downside Risk-Adjusted Return
120 days
+145.23%
240 days
+145.23%
Maximum Daily Upside Volatility
60 days
+205.95%
Maximum Daily Downside Volatility
60 days
+75.28%

Liquidity

Average Turnover Rate
60 days
+0.09%
120 days
+0.17%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--