Search
Nanovibronix Inc
NAOVAdd to Watchlist
4.020USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
3.17MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
2.05
VaR
+9.66%
240-Day Maximum Drawdown
+95.17%
240-Day Volatility
+264.19%
Return
Best Daily Return
60 days
+20.58%
120 days
+64.87%
5 years
+248.14%
Worst Daily Return
60 days
-15.66%
120 days
-28.50%
5 years
-62.57%
Sharpe Ratio
60 days
-2.14
120 days
-0.54
5 years
-0.05
Risk Assessment
Maximum Drawdown
240 days
+95.17%
3 years
+99.50%
5 years
+99.52%
Return-to-Drawdown Ratio
240 days
-0.99
3 years
-0.33
5 years
-0.20
Skewness
240 days
+4.14
3 years
+5.15
5 years
+10.33
Volatility
Realised Volatility
240 days
+264.19%
5 years
+202.65%
Standardised True Range
240 days
+111.85%
5 years
+485.45%
Downside Risk-Adjusted Return
120 days
-105.40%
240 days
-105.40%
Maximum Daily Upside Volatility
60 days
+92.06%
Maximum Daily Downside Volatility
60 days
+68.16%
Liquidity
Average Turnover Rate
60 days
+448.94%
120 days
+1703.78%
5 years
--
Turnover Deviation
20 days
-98.92%
60 days
-76.73%
120 days
-11.69%