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Jack in the Box Inc
JACKAdd to Watchlist
13.060USD
-0.190-1.43%
Close 09-18 16:00（ET）
249.93MMarket Cap
6.99P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-18Beta vs S&P 500 index
1.45
VaR
+5.33%
240-Day Maximum Drawdown
+60.06%
240-Day Volatility
+74.18%
Return
Best Daily Return
60 days
+20.20%
120 days
+20.20%
5 years
+20.20%
Worst Daily Return
60 days
-9.22%
120 days
-14.15%
5 years
-18.13%
Sharpe Ratio
60 days
+0.99
120 days
+0.90
5 years
-0.44
Risk Assessment
Maximum Drawdown
240 days
+60.06%
3 years
+88.92%
5 years
+90.55%
Return-to-Drawdown Ratio
240 days
-0.57
3 years
-0.30
5 years
-0.19
Skewness
240 days
+0.18
3 years
+0.28
5 years
+0.14
Volatility
Realised Volatility
240 days
+74.18%
5 years
+52.49%
Standardised True Range
240 days
+8.08%
5 years
+15.76%
Downside Risk-Adjusted Return
120 days
+155.32%
240 days
+155.32%
Maximum Daily Upside Volatility
60 days
+77.53%
Maximum Daily Downside Volatility
60 days
+53.60%
Liquidity
Average Turnover Rate
60 days
+4.99%
120 days
+4.70%
5 years
--
Turnover Deviation
20 days
-37.08%
60 days
+4.55%
120 days
-1.69%