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MetaVia Inc

MTVA
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1.480USD
+0.030+2.07%
Close 07/02, 13:00ETQuotes delayed by 15 min
3.42MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.90
VaR
+8.89%
240-Day Maximum Drawdown
+94.12%
240-Day Volatility
+163.17%

Return

Best Daily Return
60 days
+69.37%
120 days
+69.37%
5 years
+115.55%
Worst Daily Return
60 days
-22.86%
120 days
-39.11%
5 years
-56.03%
Sharpe Ratio
60 days
+1.26
120 days
-1.20
5 years
-0.60

Risk Assessment

Maximum Drawdown
240 days
+94.12%
3 years
+98.65%
5 years
+99.90%
Return-to-Drawdown Ratio
240 days
-0.85
3 years
-0.33
5 years
-0.20
Skewness
240 days
+4.59
3 years
+4.56
5 years
+3.77

Volatility

Realised Volatility
240 days
+163.17%
5 years
+181.97%
Standardised True Range
240 days
+43.11%
5 years
+512.43%
Downside Risk-Adjusted Return
120 days
-209.58%
240 days
-209.58%
Maximum Daily Upside Volatility
60 days
+265.12%
Maximum Daily Downside Volatility
60 days
+141.38%

Liquidity

Average Turnover Rate
60 days
+15.44%
120 days
+8.35%
5 years
--
Turnover Deviation
20 days
-18.49%
60 days
+163.37%
120 days
+42.33%