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Middlesex Water Co
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56.500USD
-0.190-0.34%
Close 09-14 16:00（ET）
1.06BMarket Cap
23.50P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-14Beta vs S&P 500 index
0.78
VaR
+2.99%
240-Day Maximum Drawdown
+21.58%
240-Day Volatility
+36.45%
Return
Best Daily Return
60 days
+4.05%
120 days
+4.70%
5 years
+15.76%
Worst Daily Return
60 days
-2.52%
120 days
-6.98%
5 years
-13.14%
Sharpe Ratio
60 days
+1.59
120 days
+1.15
5 years
-0.23
Risk Assessment
Maximum Drawdown
240 days
+21.58%
3 years
+35.95%
5 years
+61.90%
Return-to-Drawdown Ratio
240 days
+0.28
3 years
-0.11
5 years
-0.15
Skewness
240 days
-1.02
3 years
+0.49
5 years
+0.32
Volatility
Realised Volatility
240 days
+36.45%
5 years
+33.11%
Standardised True Range
240 days
+2.73%
5 years
+3.50%
Downside Risk-Adjusted Return
120 days
+160.52%
240 days
+160.52%
Maximum Daily Upside Volatility
60 days
+18.68%
Maximum Daily Downside Volatility
60 days
+16.87%
Liquidity
Average Turnover Rate
60 days
+0.92%
120 days
+0.89%
5 years
--
Turnover Deviation
20 days
-17.75%
60 days
+15.34%
120 days
+12.45%