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Pharming Group NV
PHARAdd to Watchlist
12.874USD
+0.080+0.62%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
0.00Market Cap
--P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
-0.02
VaR
+6.48%
240-Day Maximum Drawdown
+43.34%
240-Day Volatility
+78.60%
Return
Best Daily Return
60 days
+8.17%
120 days
+11.22%
5 years
+32.74%
Worst Daily Return
60 days
-26.83%
120 days
-26.83%
5 years
-26.83%
Sharpe Ratio
60 days
-0.93
120 days
-0.56
5 years
+0.38
Risk Assessment
Maximum Drawdown
240 days
+43.34%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+0.70
3 years
+0.01
5 years
+0.03
Skewness
240 days
-0.72
3 years
-0.20
5 years
+0.20
Volatility
Realised Volatility
240 days
+78.60%
5 years
--
Standardised True Range
240 days
+6.20%
5 years
+5.73%
Downside Risk-Adjusted Return
120 days
-59.27%
240 days
-59.27%
Maximum Daily Upside Volatility
60 days
+60.06%
Maximum Daily Downside Volatility
60 days
+68.80%
Liquidity
Average Turnover Rate
60 days
+0.03%
120 days
+0.04%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
