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Y-mAbs Therapeutics Inc

YMAB
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8.610USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
391.22MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.49
VaR
+7.28%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+103.34%
120 days
+103.34%
5 years
+103.34%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-0.04
120 days
-0.06
5 years
-0.13

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
+0.50
3 years
+0.32
5 years
+0.30

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-5.49%
240 days
-5.49%
Maximum Daily Upside Volatility
60 days
+300.89%
Maximum Daily Downside Volatility
60 days
+298.25%

Liquidity

Average Turnover Rate
60 days
+1.86%
120 days
+1.22%
5 years
--
Turnover Deviation
20 days
+438.07%
60 days
+116.75%
120 days
+42.36%