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Merus NV
MRUSAdd to Watchlist
90.000USD
0.0000.00%
Close 06/30, 16:00（ET）Quotes delayed by 15 min
6.83BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.07
VaR
+5.16%
240-Day Maximum Drawdown
+29.03%
240-Day Volatility
+61.15%
Return
Best Daily Return
60 days
+0.59%
120 days
+35.97%
5 years
+37.45%
Worst Daily Return
60 days
-7.14%
120 days
-7.14%
5 years
-25.02%
Sharpe Ratio
60 days
-1.17
120 days
+2.20
5 years
+0.76
Risk Assessment
Maximum Drawdown
240 days
+29.03%
3 years
+42.04%
5 years
+60.36%
Return-to-Drawdown Ratio
240 days
+4.50
3 years
+3.13
5 years
+0.97
Skewness
240 days
+4.50
3 years
+3.42
5 years
+2.47
Volatility
Realised Volatility
240 days
+61.15%
5 years
+71.74%
Standardised True Range
240 days
+2.24%
5 years
+1.88%
Downside Risk-Adjusted Return
120 days
+612.22%
240 days
+612.22%
Maximum Daily Upside Volatility
60 days
+2.61%
Maximum Daily Downside Volatility
60 days
+20.57%
Liquidity
Average Turnover Rate
60 days
+1.03%
120 days
+1.36%
5 years
--
Turnover Deviation
20 days
-21.59%
60 days
-5.69%
120 days
+24.16%
