tradingkey.logo
tradingkey.logo
Search

Vigil Neuroscience Inc

VIGL
Add to Watchlist
8.050USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
375.71MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
3.34
VaR
--
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+241.13%
120 days
+241.13%
5 years
--
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
--
Sharpe Ratio
60 days
+1.10
120 days
+0.77
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
+10.10
3 years
+11.47
5 years
--

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
+128.92%
240 days
+128.92%
Maximum Daily Upside Volatility
60 days
+544.14%
Maximum Daily Downside Volatility
60 days
+538.88%

Liquidity

Average Turnover Rate
60 days
+3.64%
120 days
+2.06%
5 years
--
Turnover Deviation
20 days
+95.26%
60 days
+204.66%
120 days
+72.48%