Search
Marex Group PLC
MRXAdd to Watchlist
74.390USD
+1.120+1.53%
Close 09-18 16:00（ET）
5.38BMarket Cap
15.92P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
--
VaR
--
240-Day Maximum Drawdown
+20.38%
240-Day Volatility
+47.87%
Return
Best Daily Return
60 days
+18.69%
120 days
+18.69%
5 years
--
Worst Daily Return
60 days
-8.24%
120 days
-8.24%
5 years
--
Sharpe Ratio
60 days
+1.04
120 days
+2.61
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+20.38%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+7.27
3 years
--
5 years
--
Skewness
240 days
+1.08
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+47.87%
5 years
--
Standardised True Range
240 days
+2.89%
5 years
--
Downside Risk-Adjusted Return
120 days
+548.71%
240 days
+548.71%
Maximum Daily Upside Volatility
60 days
+49.07%
Maximum Daily Downside Volatility
60 days
+36.36%
Liquidity
Average Turnover Rate
60 days
+1.05%
120 days
+1.25%
5 years
--
Turnover Deviation
20 days
-10.89%
60 days
-6.24%
120 days
+11.96%