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Nanobiotix SA

NBTX
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39.480USD
+1.780+4.72%
Close 07/01, 16:00ETQuotes delayed by 15 min
1.92BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.73
VaR
+8.00%
240-Day Maximum Drawdown
+50.25%
240-Day Volatility
+106.06%

Return

Best Daily Return
60 days
+20.39%
120 days
+20.39%
5 years
+229.05%
Worst Daily Return
60 days
-11.28%
120 days
-14.00%
5 years
-39.95%
Sharpe Ratio
60 days
+1.52
120 days
+1.91
5 years
+0.61

Risk Assessment

Maximum Drawdown
240 days
+50.25%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+12.83
3 years
+1.20
5 years
+0.41
Skewness
240 days
+0.61
3 years
+0.57
5 years
+14.59

Volatility

Realised Volatility
240 days
+106.06%
5 years
--
Standardised True Range
240 days
+5.05%
5 years
+2.06%
Downside Risk-Adjusted Return
120 days
+369.86%
240 days
+369.86%
Maximum Daily Upside Volatility
60 days
+84.71%
Maximum Daily Downside Volatility
60 days
+74.94%

Liquidity

Average Turnover Rate
60 days
+0.19%
120 days
+0.15%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--