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Revelation Biosciences Inc

REVB
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1.005USD
+0.044+4.58%
Market hours ETQuotes delayed by 15 min
397.97KMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
-0.09
VaR
+12.07%
240-Day Maximum Drawdown
+88.63%
240-Day Volatility
+276.48%

Return

Best Daily Return
60 days
+7.08%
120 days
+299.62%
5 years
+311.32%
Worst Daily Return
60 days
-8.20%
120 days
-76.23%
5 years
-76.23%
Sharpe Ratio
60 days
-1.45
120 days
+0.51
5 years
-0.32

Risk Assessment

Maximum Drawdown
240 days
+88.63%
3 years
+99.96%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.66
3 years
-0.33
5 years
-0.20
Skewness
240 days
+9.89
3 years
+12.79
5 years
+12.50

Volatility

Realised Volatility
240 days
+276.48%
5 years
--
Standardised True Range
240 days
+20.03%
5 years
+240883.97%
Downside Risk-Adjusted Return
120 days
+151.71%
240 days
+151.71%
Maximum Daily Upside Volatility
60 days
+48.16%
Maximum Daily Downside Volatility
60 days
+50.08%

Liquidity

Average Turnover Rate
60 days
+13.36%
120 days
+330.46%
5 years
--
Turnover Deviation
20 days
-99.45%
60 days
-99.16%
120 days
-79.18%
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