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Pasithea Therapeutics Corp

KTTA
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0.550USD
-0.017-3.02%
Close 07/02, 13:00ETQuotes delayed by 15 min
13.71MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.23
VaR
--
240-Day Maximum Drawdown
+67.48%
240-Day Volatility
+136.21%

Return

Best Daily Return
60 days
+21.06%
120 days
+21.06%
5 years
--
Worst Daily Return
60 days
-9.79%
120 days
-9.79%
5 years
--
Sharpe Ratio
60 days
-1.68
120 days
-1.47
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+67.48%
3 years
+97.65%
5 years
+99.74%
Return-to-Drawdown Ratio
240 days
-0.35
3 years
-0.33
5 years
-0.20
Skewness
240 days
+7.37
3 years
+5.33
5 years
--

Volatility

Realised Volatility
240 days
+136.21%
5 years
+152.75%
Standardised True Range
240 days
+12.80%
5 years
+210.30%
Downside Risk-Adjusted Return
120 days
-263.57%
240 days
-263.57%
Maximum Daily Upside Volatility
60 days
+77.44%
Maximum Daily Downside Volatility
60 days
+51.49%

Liquidity

Average Turnover Rate
60 days
+12.01%
120 days
+7.82%
5 years
--
Turnover Deviation
20 days
-73.38%
60 days
-86.16%
120 days
-90.98%