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MEI Pharma Inc
MEIPAdd to Watchlist
3.070USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
20.46MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.47
VaR
+6.30%
240-Day Maximum Drawdown
+59.48%
240-Day Volatility
+121.44%
Return
Best Daily Return
60 days
+31.56%
120 days
+31.56%
5 years
+37.55%
Worst Daily Return
60 days
-29.08%
120 days
-29.08%
5 years
-65.15%
Sharpe Ratio
60 days
+1.59
120 days
+1.01
5 years
-0.19
Risk Assessment
Maximum Drawdown
240 days
+59.48%
3 years
+72.36%
5 years
+97.34%
Return-to-Drawdown Ratio
240 days
+0.07
3 years
-0.19
5 years
-0.19
Skewness
240 days
+0.96
3 years
+0.73
5 years
-0.96
Volatility
Realised Volatility
240 days
+121.44%
5 years
+94.58%
Standardised True Range
240 days
+7.24%
5 years
+32.82%
Downside Risk-Adjusted Return
120 days
+142.63%
240 days
+142.63%
Maximum Daily Upside Volatility
60 days
+227.69%
Maximum Daily Downside Volatility
60 days
+101.29%
Liquidity
Average Turnover Rate
60 days
+18.67%
120 days
+9.47%
5 years
--
Turnover Deviation
20 days
+154.13%
60 days
+544.25%
120 days
+226.87%
