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NuCana PLC
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1.360USD
-0.080-5.56%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
1.13BMarket Cap
0.02P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
2.18
VaR
+10.43%
240-Day Maximum Drawdown
+88.76%
240-Day Volatility
+115.52%
Return
Best Daily Return
60 days
+22.02%
120 days
+22.02%
5 years
+177.14%
Worst Daily Return
60 days
-7.32%
120 days
-12.18%
5 years
-65.83%
Sharpe Ratio
60 days
-0.62
120 days
-2.17
5 years
-0.24
Risk Assessment
Maximum Drawdown
240 days
+88.76%
3 years
+99.84%
5 years
+99.96%
Return-to-Drawdown Ratio
240 days
-0.97
3 years
-0.31
5 years
-0.20
Skewness
240 days
+0.80
3 years
+6.15
5 years
+6.12
Volatility
Realised Volatility
240 days
+115.52%
5 years
+302.64%
Standardised True Range
240 days
+26.67%
5 years
+129.99%
Downside Risk-Adjusted Return
120 days
-434.57%
240 days
-434.57%
Maximum Daily Upside Volatility
60 days
+67.65%
Maximum Daily Downside Volatility
60 days
+53.89%
Liquidity
Average Turnover Rate
60 days
+5.37%
120 days
+6.16%
5 years
--
Turnover Deviation
20 days
-99.67%
60 days
-99.72%
120 days
-99.68%