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Neurosense Therapeutics Ltd

NRSN
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0.723USD
+0.003+0.42%
Close 07/01, 16:00ETQuotes delayed by 15 min
23.54MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.57
VaR
--
240-Day Maximum Drawdown
+66.49%
240-Day Volatility
+115.85%

Return

Best Daily Return
60 days
+14.13%
120 days
+14.13%
5 years
--
Worst Daily Return
60 days
-8.19%
120 days
-14.69%
5 years
--
Sharpe Ratio
60 days
-0.56
120 days
-0.18
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+66.49%
3 years
+72.41%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.95
3 years
-0.09
5 years
--
Skewness
240 days
-0.91
3 years
+0.20
5 years
--

Volatility

Realised Volatility
240 days
+115.85%
5 years
--
Standardised True Range
240 days
+13.12%
5 years
--
Downside Risk-Adjusted Return
120 days
-31.48%
240 days
-31.48%
Maximum Daily Upside Volatility
60 days
+71.21%
Maximum Daily Downside Volatility
60 days
+53.95%

Liquidity

Average Turnover Rate
60 days
+0.68%
120 days
+0.76%
5 years
--
Turnover Deviation
20 days
-31.04%
60 days
-49.80%
120 days
-44.08%