Inventiva S.A. (Nasdaq: IVA), an SEC filer in Pharmaceutical Preparations, closed at $4.71, -4.0%, on 2026-08-28. 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 | 75.15% | Sharpe | 0.48 |
| Sortino | 0.73 |
| Beta | 0.01 | Correlation | 0.00 |
| Up capture | 74.26% | Down capture | −99.31% |
Relative Value shows 0.75 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −64.87% | Ulcer Index | 32.72 |
| MTD | 5.02% | QTD | 24.47% |
| YTD | 1.18% | Window (ann., 3.0y) | 8.64% |
| Skewness | 0.64 | Excess Kurtosis | 10.22 |
| Omega (θ=0) | 1.09 | Tail Ratio | 1.14 |
| Gain/Pain | 0.09 | Hit Rate | 47.80% |
| Win/Loss | 1.11 | Upside Potential | 0.54 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -6.41% | -12.95% | -7.64% | -10.87% |
| CVaR (ES) | -10.33% | -18.23% | -9.62% | -12.47% |
| VaR (Cornish-Fisher) | — | — | -5.77% | -19.24% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -64.87% | 2024-01-02 | 2024-10-09 | 2025-08-27 | 194 | 220 |
| -52.31% | 2026-01-23 | 2026-06-26 | ongoing | 102 | — |
| -45.65% | 2025-10-27 | 2025-11-10 | 2026-01-22 | 10 | 49 |
| -30.32% | 2025-10-03 | 2025-10-10 | 2025-10-27 | 5 | 11 |
| -18.02% | 2023-09-26 | 2023-10-26 | 2023-12-04 | 22 | 26 |
| -17.17% | 2025-08-28 | 2025-09-02 | 2025-10-03 | 2 | 23 |
| -11.10% | 2023-12-08 | 2023-12-14 | 2024-01-02 | 4 | 11 |
| -9.92% | 2023-09-05 | 2023-09-08 | 2023-09-14 | 3 | 4 |
| -9.09% | 2023-09-14 | 2023-09-15 | 2023-09-21 | 1 | 4 |
| -1.63% | 2023-08-28 | 2023-08-29 | 2023-08-31 | 1 | 2 |
Worst depth first · lengths in trading days.
