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Roivant Sciences Ltd
ROIVAdd to Watchlist
38.535USD
-0.455-1.17%
Market hours 09/22, 12:09（ET）
27.85BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-21Beta vs S&P 500 index
1.14
VaR
+4.80%
240-Day Maximum Drawdown
+12.84%
240-Day Volatility
+44.54%
Return
Best Daily Return
60 days
+18.75%
120 days
+18.75%
5 years
+23.47%
Worst Daily Return
60 days
-7.64%
120 days
-7.64%
5 years
-13.55%
Sharpe Ratio
60 days
+1.36
120 days
+1.91
5 years
+0.82
Risk Assessment
Maximum Drawdown
240 days
+12.84%
3 years
+28.56%
5 years
+79.22%
Return-to-Drawdown Ratio
240 days
+10.89
3 years
+3.74
5 years
+0.77
Skewness
240 days
+3.15
3 years
+2.15
5 years
+1.16
Volatility
Realised Volatility
240 days
+44.54%
5 years
+59.32%
Standardised True Range
240 days
+2.59%
5 years
+1.37%
Downside Risk-Adjusted Return
120 days
+404.93%
240 days
+404.93%
Maximum Daily Upside Volatility
60 days
+46.31%
Maximum Daily Downside Volatility
60 days
+34.17%
Liquidity
Average Turnover Rate
60 days
+1.06%
120 days
+0.94%
5 years
--
Turnover Deviation
20 days
+61.49%
60 days
+15.54%
120 days
+2.51%