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PainReform Ltd

PRFX
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1.360USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
225.93KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.72
VaR
+11.07%
240-Day Maximum Drawdown
+72.92%
240-Day Volatility
+282.70%

Return

Best Daily Return
60 days
+118.98%
120 days
+366.72%
5 years
+414.31%
Worst Daily Return
60 days
-32.67%
120 days
-32.67%
5 years
-52.51%
Sharpe Ratio
60 days
+0.28
120 days
+1.35
5 years
+0.33

Risk Assessment

Maximum Drawdown
240 days
+72.92%
3 years
+99.50%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.09
3 years
-0.33
5 years
-0.20
Skewness
240 days
+11.23
3 years
+13.48
5 years
+14.21

Volatility

Realised Volatility
240 days
+282.70%
5 years
--
Standardised True Range
240 days
+15.94%
5 years
+928.88%
Downside Risk-Adjusted Return
120 days
+909.16%
240 days
+909.16%
Maximum Daily Upside Volatility
60 days
+719.80%
Maximum Daily Downside Volatility
60 days
+202.89%

Liquidity

Average Turnover Rate
60 days
+218.05%
120 days
+191.44%
5 years
--
Turnover Deviation
20 days
-67.50%
60 days
-73.06%
120 days
-76.35%