Immucell Corp /de/ (Nasdaq: ICCC), an SEC filer in In Vitro & In Vivo Diagnostic Substances, closed at $9.94, -0.8%, on 2026-08-28, with a market cap of $91M as of 2026-08-27, a return on equity of -3.8%, a net margin of -3.8% and 3-year sales growth of 14.2%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.19% | Sharpe | 0.76 |
| Sortino | 1.17 |
| Beta | 0.66 | Correlation | 0.19 |
| Up capture | 76.83% | Down capture | −125.88% |
Relative Value shows 0.49 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −40.00% | Ulcer Index | 16.98 |
| MTD | −11.33% | QTD | −1.09% |
| YTD | 61.63% | Window (ann., 3.0y) | 29.97% |
| Skewness | 0.62 | Excess Kurtosis | 5.09 |
| Omega (θ=0) | 1.15 | Tail Ratio | 1.13 |
| Gain/Pain | 0.15 | Hit Rate | 48.60% |
| Win/Loss | 1.12 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.86% | -8.88% | -5.35% | -7.63% |
| CVaR (ES) | -7.25% | -10.42% | -6.75% | -8.77% |
| VaR (Cornish-Fisher) | — | — | -4.40% | -9.62% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -40.00% | 2025-06-20 | 2025-11-18 | 2026-04-14 | 105 | 99 |
| -35.54% | 2024-05-14 | 2024-09-24 | 2025-01-06 | 91 | 71 |
| -18.65% | 2023-11-08 | 2023-12-11 | 2024-05-14 | 22 | 106 |
| -17.24% | 2026-07-14 | 2026-08-17 | ongoing | 24 | — |
| -16.88% | 2023-10-06 | 2023-10-23 | 2023-11-08 | 11 | 12 |
| -13.09% | 2025-01-17 | 2025-03-26 | 2025-04-23 | 46 | 19 |
| -11.76% | 2026-05-27 | 2026-06-16 | 2026-07-01 | 10 | 10 |
| -10.92% | 2025-06-03 | 2025-06-18 | 2025-06-20 | 11 | 1 |
| -10.73% | 2025-04-28 | 2025-05-14 | 2025-05-20 | 12 | 4 |
| -9.45% | 2026-05-05 | 2026-05-08 | 2026-05-15 | 3 | 5 |
Worst depth first · lengths in trading days.
