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CNH Industrial NV
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13.450USD
-0.100-0.74%
Close 09-18 16:00（ET）
16.66BMarket Cap
43.52P/E TTM
After-hours 19:00 (ET)13.450USD-0.050-0.37%
After-hours 19:00 (ET)Risk Assessment
Currency: USD Updated: 2026-09-17Beta vs S&P 500 index
1.18
VaR
+3.58%
240-Day Maximum Drawdown
+24.75%
240-Day Volatility
+43.49%
Return
Best Daily Return
60 days
+9.20%
120 days
+11.17%
5 years
+12.50%
Worst Daily Return
60 days
-5.94%
120 days
-7.40%
5 years
-10.58%
Sharpe Ratio
60 days
+2.67
120 days
+1.11
5 years
+0.20
Risk Assessment
Maximum Drawdown
240 days
+24.75%
3 years
+33.19%
5 years
+48.49%
Return-to-Drawdown Ratio
240 days
+1.01
3 years
+0.23
5 years
-0.03
Skewness
240 days
+0.68
3 years
+0.37
5 years
+0.14
Volatility
Realised Volatility
240 days
+43.49%
5 years
+37.70%
Standardised True Range
240 days
+2.99%
5 years
+2.83%
Downside Risk-Adjusted Return
120 days
+222.63%
240 days
+222.63%
Maximum Daily Upside Volatility
60 days
+48.26%
Maximum Daily Downside Volatility
60 days
+30.60%
Liquidity
Average Turnover Rate
60 days
+1.36%
120 days
+1.28%
5 years
--
Turnover Deviation
20 days
+67.30%
60 days
+12.38%
120 days
+5.31%