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Lantern Pharma Inc

LTRN
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3.970USD
-0.050-1.24%
Close 07/02, 13:00ETQuotes delayed by 15 min
44.68MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.27
VaR
+7.17%
240-Day Maximum Drawdown
+78.95%
240-Day Volatility
+115.44%

Return

Best Daily Return
60 days
+24.70%
120 days
+24.70%
5 years
+33.21%
Worst Daily Return
60 days
-13.81%
120 days
-46.41%
5 years
-46.41%
Sharpe Ratio
60 days
+4.00
120 days
+0.93
5 years
+0.17

Risk Assessment

Maximum Drawdown
240 days
+78.95%
3 years
+89.48%
5 years
+90.80%
Return-to-Drawdown Ratio
240 days
-0.01
3 years
-0.03
5 years
-0.14
Skewness
240 days
-1.18
3 years
+0.17
5 years
+0.19

Volatility

Realised Volatility
240 days
+115.44%
5 years
+99.03%
Standardised True Range
240 days
+7.84%
5 years
+9.97%
Downside Risk-Adjusted Return
120 days
+107.44%
240 days
+107.44%
Maximum Daily Upside Volatility
60 days
+93.09%
Maximum Daily Downside Volatility
60 days
+57.84%

Liquidity

Average Turnover Rate
60 days
+2.41%
120 days
+4.27%
5 years
--
Turnover Deviation
20 days
+0.30%
60 days
+32.04%
120 days
+134.07%