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Zura Bio Ltd

ZURA
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5.170USD
+0.165+3.30%
Close 07/02, 13:00ETQuotes delayed by 15 min
490.53MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.04
VaR
--
240-Day Maximum Drawdown
+51.70%
240-Day Volatility
+101.28%

Return

Best Daily Return
60 days
+17.84%
120 days
+26.15%
5 years
--
Worst Daily Return
60 days
-15.17%
120 days
-15.17%
5 years
--
Sharpe Ratio
60 days
-0.36
120 days
+0.36
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+51.70%
3 years
+85.81%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
+3.30
3 years
-0.09
5 years
--
Skewness
240 days
+1.98
3 years
+1.63
5 years
--

Volatility

Realised Volatility
240 days
+101.28%
5 years
--
Standardised True Range
240 days
+6.99%
5 years
+31.24%
Downside Risk-Adjusted Return
120 days
+59.89%
240 days
+59.89%
Maximum Daily Upside Volatility
60 days
+56.64%
Maximum Daily Downside Volatility
60 days
+51.47%

Liquidity

Average Turnover Rate
60 days
+1.65%
120 days
+1.35%
5 years
--
Turnover Deviation
20 days
+138.94%
60 days
+41.21%
120 days
+15.41%