tradingkey.logo
tradingkey.logo
Search

Tiziana Life Sciences Ltd

TLSA
Add to Watchlist
1.310USD
+0.080+6.50%
Close 07/02, 13:00ETQuotes delayed by 15 min
166.71MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.19
VaR
+8.11%
240-Day Maximum Drawdown
+56.80%
240-Day Volatility
+99.06%

Return

Best Daily Return
60 days
+16.67%
120 days
+16.67%
5 years
+36.56%
Worst Daily Return
60 days
-13.24%
120 days
-13.24%
5 years
-33.73%
Sharpe Ratio
60 days
+0.49
120 days
+0.01
5 years
+0.40

Risk Assessment

Maximum Drawdown
240 days
+56.80%
3 years
+56.80%
5 years
+87.44%
Return-to-Drawdown Ratio
240 days
-0.27
3 years
+0.44
5 years
-0.14
Skewness
240 days
+0.72
3 years
+0.75
5 years
+0.76

Volatility

Realised Volatility
240 days
+99.06%
5 years
+123.90%
Standardised True Range
240 days
+10.80%
5 years
+7.55%
Downside Risk-Adjusted Return
120 days
+2.23%
240 days
+2.23%
Maximum Daily Upside Volatility
60 days
+62.99%
Maximum Daily Downside Volatility
60 days
+54.34%

Liquidity

Average Turnover Rate
60 days
+0.15%
120 days
+0.19%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--