Search
Pharming Group NV
PHARAdd to Watchlist
10.440USD
-0.330-3.06%
Close 09-24 16:00（ET）
738.92MMarket Cap
0.00P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
-0.02
VaR
+6.60%
240-Day Maximum Drawdown
+53.64%
240-Day Volatility
+73.13%
Return
Best Daily Return
60 days
+7.75%
120 days
+8.17%
5 years
+32.74%
Worst Daily Return
60 days
-10.49%
120 days
-26.83%
5 years
-26.83%
Sharpe Ratio
60 days
-1.48
120 days
-1.18
5 years
+0.37
Risk Assessment
Maximum Drawdown
240 days
+53.64%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.43
3 years
-0.03
5 years
+0.07
Skewness
240 days
-1.03
3 years
-0.14
5 years
+0.19
Volatility
Realised Volatility
240 days
+73.13%
5 years
--
Standardised True Range
240 days
+6.41%
5 years
+6.52%
Downside Risk-Adjusted Return
120 days
-122.05%
240 days
-122.05%
Maximum Daily Upside Volatility
60 days
+52.68%
Maximum Daily Downside Volatility
60 days
+53.66%
Liquidity
Average Turnover Rate
60 days
+0.03%
120 days
+0.04%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--