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Neumora Therapeutics Inc

NMRA
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1.670USD
+0.050+3.09%
Close 07/02, 13:00ETQuotes delayed by 15 min
304.20MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+74.53%
240-Day Volatility
+128.50%

Return

Best Daily Return
60 days
+70.59%
120 days
+70.59%
5 years
--
Worst Daily Return
60 days
-48.62%
120 days
-48.62%
5 years
--
Sharpe Ratio
60 days
+0.40
120 days
+0.29
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+74.53%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
-0.13
3 years
--
5 years
--
Skewness
240 days
+2.32
3 years
--
5 years
--

Volatility

Realised Volatility
240 days
+128.50%
5 years
--
Standardised True Range
240 days
+11.59%
5 years
--
Downside Risk-Adjusted Return
120 days
+41.37%
240 days
+41.37%
Maximum Daily Upside Volatility
60 days
+176.03%
Maximum Daily Downside Volatility
60 days
+116.63%

Liquidity

Average Turnover Rate
60 days
+1.37%
120 days
+1.12%
5 years
--
Turnover Deviation
20 days
+138.40%
60 days
+35.55%
120 days
+10.22%