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Transcode Therapeutics Inc

RNAZ
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6.210USD
+0.970+18.51%
Close 06/30, 16:00ETQuotes delayed by 15 min
5.90MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.32
VaR
+12.50%
240-Day Maximum Drawdown
+70.12%
240-Day Volatility
+138.45%

Return

Best Daily Return
60 days
+18.51%
120 days
+25.03%
5 years
+284.04%
Worst Daily Return
60 days
-13.62%
120 days
-13.62%
5 years
-72.91%
Sharpe Ratio
60 days
-1.14
120 days
+0.09
5 years
-0.47

Risk Assessment

Maximum Drawdown
240 days
+70.12%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.48
3 years
-0.33
5 years
-0.20
Skewness
240 days
+1.24
3 years
+9.04
5 years
+9.13

Volatility

Realised Volatility
240 days
+138.45%
5 years
+200.57%
Standardised True Range
240 days
+14.27%
5 years
+646065.00%
Downside Risk-Adjusted Return
120 days
+19.69%
240 days
+19.69%
Maximum Daily Upside Volatility
60 days
+83.92%
Maximum Daily Downside Volatility
60 days
+85.11%

Liquidity

Average Turnover Rate
60 days
+6.01%
120 days
+19.11%
5 years
--
Turnover Deviation
20 days
-99.50%
60 days
-99.81%
120 days
-99.39%