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Biomx Inc

PHGE
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0.319USD
+0.007+2.13%
Close 07/02, 13:00ETQuotes delayed by 15 min
508.39KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.25
VaR
+11.28%
240-Day Maximum Drawdown
+97.42%
240-Day Volatility
+202.04%

Return

Best Daily Return
60 days
+98.41%
120 days
+98.41%
5 years
+197.66%
Worst Daily Return
60 days
-26.28%
120 days
-26.28%
5 years
-46.43%
Sharpe Ratio
60 days
-2.01
120 days
-0.44
5 years
-0.31

Risk Assessment

Maximum Drawdown
240 days
+97.42%
3 years
+97.42%
5 years
+99.06%
Return-to-Drawdown Ratio
240 days
-0.98
3 years
-0.31
5 years
-0.20
Skewness
240 days
+2.88
3 years
+7.49
5 years
+7.25

Volatility

Realised Volatility
240 days
+202.04%
5 years
+218.02%
Standardised True Range
240 days
+207.12%
5 years
+190.22%
Downside Risk-Adjusted Return
120 days
-116.99%
240 days
-116.99%
Maximum Daily Upside Volatility
60 days
+318.46%
Maximum Daily Downside Volatility
60 days
+211.02%

Liquidity

Average Turnover Rate
60 days
+24.39%
120 days
+14.28%
5 years
--
Turnover Deviation
20 days
+2.01%
60 days
+248.10%
120 days
+103.73%