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Cognyte Software Ltd
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8.700USD
-0.030-0.34%
Close 09-24 16:00（ET）
642.93MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-24Beta vs S&P 500 index
1.60
VaR
+4.94%
240-Day Maximum Drawdown
+35.76%
240-Day Volatility
+52.51%
Return
Best Daily Return
60 days
+6.24%
120 days
+9.88%
5 years
+24.03%
Worst Daily Return
60 days
-4.74%
120 days
-20.57%
5 years
-31.13%
Sharpe Ratio
60 days
+0.64
120 days
+0.53
5 years
-0.00
Risk Assessment
Maximum Drawdown
240 days
+35.76%
3 years
+44.34%
5 years
+88.33%
Return-to-Drawdown Ratio
240 days
+0.10
3 years
+0.77
5 years
-0.13
Skewness
240 days
-0.96
3 years
-0.12
5 years
-0.40
Volatility
Realised Volatility
240 days
+52.51%
5 years
+60.16%
Standardised True Range
240 days
+4.35%
5 years
+3.92%
Downside Risk-Adjusted Return
120 days
+63.63%
240 days
+63.63%
Maximum Daily Upside Volatility
60 days
+27.53%
Maximum Daily Downside Volatility
60 days
+25.01%
Liquidity
Average Turnover Rate
60 days
+0.82%
120 days
+0.91%
5 years
--
Turnover Deviation
20 days
+76.56%
60 days
+47.94%
120 days
+63.06%