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Pharvaris NV

PHVS
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33.950USD
-0.630-1.82%
Close 07/01, 16:00ETQuotes delayed by 15 min
2.37BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-2.35
VaR
+7.49%
240-Day Maximum Drawdown
+19.36%
240-Day Volatility
+63.83%

Return

Best Daily Return
60 days
+6.20%
120 days
+6.20%
5 years
+356.57%
Worst Daily Return
60 days
-9.15%
120 days
-9.15%
5 years
-34.32%
Sharpe Ratio
60 days
+1.73
120 days
+1.81
5 years
+0.47

Risk Assessment

Maximum Drawdown
240 days
+19.36%
3 years
+63.11%
5 years
+92.80%
Return-to-Drawdown Ratio
240 days
+2.22
3 years
+0.36
5 years
+0.19
Skewness
240 days
+0.95
3 years
+0.76
5 years
+25.46

Volatility

Realised Volatility
240 days
+63.83%
5 years
+98.79%
Standardised True Range
240 days
+4.34%
5 years
+3.80%
Downside Risk-Adjusted Return
120 days
+277.66%
240 days
+277.66%
Maximum Daily Upside Volatility
60 days
+31.49%
Maximum Daily Downside Volatility
60 days
+31.88%

Liquidity

Average Turnover Rate
60 days
+0.64%
120 days
+0.47%
5 years
--
Turnover Deviation
20 days
+144.41%
60 days
+108.11%
120 days
+53.20%