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Nuvectis Pharma Inc

NVCT
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13.820USD
+1.230+9.77%
Close 06/18, 16:00ETQuotes delayed by 15 min
366.58MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.07
VaR
--
240-Day Maximum Drawdown
+31.76%
240-Day Volatility
+63.01%

Return

Best Daily Return
60 days
+12.89%
120 days
+12.89%
5 years
--
Worst Daily Return
60 days
-11.33%
120 days
-11.33%
5 years
--
Sharpe Ratio
60 days
+3.47
120 days
+2.32
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+31.76%
3 years
+70.48%
5 years
--
Return-to-Drawdown Ratio
240 days
+2.39
3 years
-0.02
5 years
--
Skewness
240 days
+0.47
3 years
-0.20
5 years
--

Volatility

Realised Volatility
240 days
+63.01%
5 years
--
Standardised True Range
240 days
+3.30%
5 years
--
Downside Risk-Adjusted Return
120 days
+423.98%
240 days
+423.98%
Maximum Daily Upside Volatility
60 days
+54.03%
Maximum Daily Downside Volatility
60 days
+40.62%

Liquidity

Average Turnover Rate
60 days
+0.37%
120 days
+0.32%
5 years
--
Turnover Deviation
20 days
-18.77%
60 days
-31.77%
120 days
-41.13%
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