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Verona Pharma PLC

VRNA
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106.910USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
73.55BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.01
VaR
+5.29%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+0.49%
120 days
+20.62%
5 years
+44.32%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.99
120 days
-0.48
5 years
+0.68

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-11.15
3 years
-8.63
5 years
-5.68

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-30.28%
240 days
-30.28%
Maximum Daily Upside Volatility
60 days
+205.21%
Maximum Daily Downside Volatility
60 days
+204.79%

Liquidity

Average Turnover Rate
60 days
+0.52%
120 days
+0.36%
5 years
--
Turnover Deviation
20 days
-0.25%
60 days
+161.37%
120 days
+83.41%
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