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SpringWorks Therapeutics Inc

SWTX
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46.990USD
0.0000.00%
Market hours ETQuotes delayed by 15 min
3.52BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.69
VaR
+6.56%
240-Day Maximum Drawdown
+42.55%
240-Day Volatility
+69.70%

Return

Best Daily Return
60 days
+11.08%
120 days
+34.06%
5 years
+34.06%
Worst Daily Return
60 days
-9.24%
120 days
-13.93%
5 years
-40.45%
Sharpe Ratio
60 days
+1.19
120 days
+1.07
5 years
+0.34

Risk Assessment

Maximum Drawdown
240 days
+42.55%
3 years
+45.50%
5 years
+80.38%
Return-to-Drawdown Ratio
240 days
+0.29
3 years
+0.40
5 years
+0.00
Skewness
240 days
+2.34
3 years
+1.10
5 years
-0.23

Volatility

Realised Volatility
240 days
+69.70%
5 years
+78.12%
Standardised True Range
240 days
+4.28%
5 years
+6.00%
Downside Risk-Adjusted Return
120 days
+170.67%
240 days
+170.67%
Maximum Daily Upside Volatility
60 days
+40.90%
Maximum Daily Downside Volatility
60 days
+42.78%

Liquidity

Average Turnover Rate
60 days
+7.79%
120 days
+5.60%
5 years
--
Turnover Deviation
20 days
+157.81%
60 days
+219.32%
120 days
+129.45%