NRX Pharmaceuticals, Inc. (Nasdaq: NRXP), an SEC filer in Pharmaceutical Preparations, closed at $3.55, -1.9%, on 2026-08-28, with a market cap of $238M as of 2026-08-27 and a net margin of -1980.8%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 747 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 112.05% | Sharpe | 0.59 |
| Sortino | 0.99 |
| Beta | 2.52 | Correlation | 0.35 |
| Up capture | 176.56% | Down capture | 64.99% |
Relative Value shows 2.15 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −83.44% | Ulcer Index | 57.51 |
| MTD | 12.70% | QTD | −13.20% |
| YTD | 31.00% | Window (ann., 3.0y) | 6.25% |
| Skewness | 1.36 | Excess Kurtosis | 9.29 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.22 |
| Gain/Pain | 0.12 | Hit Rate | 47.79% |
| Win/Loss | 1.16 | Upside Potential | 0.57 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -8.50% | -14.11% | -11.35% | -16.16% |
| CVaR (ES) | -13.04% | -23.32% | -14.30% | -18.55% |
| VaR (Cornish-Fisher) | — | — | -7.05% | -19.52% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -83.44% | 2024-03-06 | 2024-11-14 | ongoing | 176 | — |
| -42.58% | 2024-02-09 | 2024-02-27 | 2024-03-04 | 11 | 4 |
| -30.42% | 2023-08-29 | 2023-09-25 | 2023-11-06 | 18 | 30 |
| -25.85% | 2024-01-02 | 2024-01-31 | 2024-02-09 | 20 | 7 |
| -17.65% | 2023-11-07 | 2023-11-21 | 2023-12-01 | 10 | 7 |
| -11.44% | 2023-12-01 | 2023-12-12 | 2023-12-18 | 7 | 4 |
| -7.34% | 2023-12-18 | 2023-12-19 | 2023-12-21 | 1 | 2 |
| -2.95% | 2023-12-27 | 2023-12-29 | 2024-01-02 | 2 | 1 |
Worst depth first · lengths in trading days.
