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Psyence Biomedical Ltd

PBMWW
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0.029USD
+0.003+16.19%
Close 07/02, 13:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.27
VaR
--
240-Day Maximum Drawdown
+63.59%
240-Day Volatility
+388.38%

Return

Best Daily Return
60 days
+104.42%
120 days
+104.42%
5 years
--
Worst Daily Return
60 days
-37.25%
120 days
-37.25%
5 years
--
Sharpe Ratio
60 days
+1.95
120 days
+1.43
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+63.59%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
+0.96
3 years
--
5 years
--
Skewness
240 days
+1.83
3 years
+8.98
5 years
--

Volatility

Realised Volatility
240 days
+388.38%
5 years
--
Standardised True Range
240 days
+22.17%
5 years
--
Downside Risk-Adjusted Return
120 days
+305.13%
240 days
+305.13%
Maximum Daily Upside Volatility
60 days
+820.83%
Maximum Daily Downside Volatility
60 days
+225.20%

Liquidity

Average Turnover Rate
60 days
+0.01%
120 days
+0.02%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--