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Tourmaline Bio Inc

TRML
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47.980USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
1.23BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.08
VaR
--
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+57.85%
120 days
+57.85%
5 years
--
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
--
Sharpe Ratio
60 days
-0.12
120 days
+0.44
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
--
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
--
Skewness
240 days
-5.71
3 years
+25.08
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
+32.68%
240 days
+32.68%
Maximum Daily Upside Volatility
60 days
+244.42%
Maximum Daily Downside Volatility
60 days
+238.93%

Liquidity

Average Turnover Rate
60 days
+0.78%
120 days
+1.09%
5 years
--
Turnover Deviation
20 days
-59.88%
60 days
-45.75%
120 days
-23.85%