TickzenTickzen

Amicus Therapeutics Inc(FOLD)
NASDAQ

Risk Analysis & Market Sentiment

$14.49
0.00 (0.00%)

Risk Analysis & Market Sentiment

Comprehensive risk, liquidity, and regime view for FOLD

Data Quality: 58.5/100

Snapshot of your risk profile

  • Volatility Context: With 0.93% annualized volatility, expect typical daily moves of approximately 0.1% percentage.
  • Downside Risk: The 95% VaR indicates that on 1 out of every 20 days, losses could exceed -2.92%. Ensure your stop-losses are wide enough to survive normal noise but tight enough to catch this break.
  • Liquidity: Unknown liquidity suggests you can likely enter and exit easily at current volume.
95% VaR
-2.92%
30d Vol
0.93%
Max DD
-42.74%
Liquidity
N/A
Time horizon:

Position Risk Calculator

Estimate potential losses for a specific position size and holding period using VaR, CVaR, and historical drawdowns.

$
95% VaR
over horizon
$292
(-2.9%)
95% CVaR
bad tail days
$454
(-4.5%)
Max Drawdown
historical worst case
$4274
(-42.7%)

Risk Analysis

Value at Risk, risk-adjusted returns, and volatility measures

Confidence
58.50%

Return Distribution (Loss vs Gain)

Volatility Structure (Trend vs Mean)

Tail & Distribution Risk (Shock Probability)

Fat Tail (<-2%)
Fat Tail (>2%)

Drawdown Analytics (Depth of Loss)

Value at Risk (VaR)
Conf: 75.00%

95% VaR
-2.92%
99% VaR
-5.26%
95% CVaR
-4.54%
99% CVaR
-7.22%
VaR Methodology
Method: Historical Simulation (Percentile)Sample Size: 471Conf 95%: 0.05Conf 99%: 0.01Period: 471dModel: Daily
CVaR Methodology
Method: Average of tail losses (Historical - Conditional)Tail 95%: 24Tail 99%: 5

Performance RatiosConf: 75.00%

Sharpe
0.77
Sortino
1.26
Ratio Methodology
Sharpe Period: 471dSortino Period: 471dRf Rate: 3.66%Daily Rf: 0.00015Source: ^IRX (13-week T-bill)Ann. Factor: 15.8745Downside: Only negative excess returns

Volatility & Drawdown
Conf: 75.00%

30d Annual Vol
0.93%
Hist. Annual Vol
36.18%
Max Drawdown
-42.74%
Vol/DD Methodology
30d Method: Log Returns Std Dev * sqrt(252) - 20 sessions (~30 calendar days)30d Sample: 20dAnn. Factor: 15.8745Hist Method: Std Dev * sqrt(252)Hist Sample: 471dDD Period: 472dTrading Days: 252

Market & Distribution

Beta
0.62
Correlation
0.25
Skewness
4.63
Kurtosis
66.50
Distrib Methodology
Beta Bench: S&P 500Beta Period: 471dCorr Bench: S&P 500Corr Period: 471dSkew Period: 471dKurt Period: 471dSkew Interpret: Negative = left tail risk

Liquidity Profile
Conf: 65.00%

N/A
Liquidity Score
Illiquidity Risk
Unknown
Liquidity Methodology
Method: Hasbrouck Modified Volume Model (2009)Period: 90dActual Sample: 90dVol Wgt: 60Vol Bench: 10000000Mcap Wgt: 15Est. Stability: 25Stability Metric: Volume Coefficient of VariationFreshness: Daily (updated with market close)Sufficient Data: True

Bankruptcy Risk
0

1.29
Altman Z-Score
Zone
Distress

Component Ratios

Work. Cap / Assets0.46
Ret. Earn / Assets-2.91
EBIT / Assets0.05
Mkt Val / Liab6.64
Sales / Assets0.67
Altman Methodology
Coeffs: A=null, B=null, C=null, D=null, E=nullImputed: No

Market Regime

Current PhaseN/A
Regime Data CoverageN/A

Analyst & Forecast Scenarios

Price targets from analyst estimates and forecast models - shown for educational reference only.

NOT FINANCIAL ADVICE: These scenarios reflect third-party analyst targets and forecast model outputs. They are provided for educational purposes only and should not be used as the sole basis for investment decisions. Past performance and forecasts do not guarantee future results.
Optimistic Scenario
Source: Analyst High / Forecast Max
Price Target$14.50
Potential Change+0.1%
Base Scenario
Source: Analyst Mean / 1Y Forecast
Price Target$14.50
Potential Change+0.1%
Pessimistic Scenario
Source: Analyst Low / Forecast Min
Price Target$14.50
Potential Change+0.1%
Data Sources & Methodology:
  • Optimistic: Based on analyst high target prices and maximum forecast values from monthly projections
  • Base: Uses analyst consensus (mean) target or 1-year forecast from predictive models
  • Pessimistic: Derived from analyst low targets and minimum forecast values
  • These are third-party estimates and model outputs, not guarantees. Actual prices may differ significantly.

📊 Beta Comparison

Stock Beta

0.62

Market (S&P 500)

1.00

🛡️ Defensive
-38% vs benchmark

What This Means

Defensive - Moves 38% less than Market (S&P 500), suitable for conservative portfolios

When Market (S&P 500) moves up 10%, this stock typically moves 6.2% in the same direction. Lower correlation to Market (S&P 500) means potential diversification benefits.

Risk Disclaimer: All risk metrics and sentiment indicators are based on historical data and should not be considered as investment advice. Risk measures may not predict future performance, and sentiment can change rapidly. Please consult with a financial advisor before making investment decisions.
Calculated: 6/26/2026, 12:54:18 PM
ver: 1 | method: RiskAnalyzer.comprehensive_risk_profile_with_metadata

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