Search
MGIC Investment Corp
MTGAdd to Watchlist
31.110USD
+0.270+0.88%
Close 08-14 16:00（ET）Quotes delayed by 15 min
6.43BMarket Cap
9.80P/E TTM
Beta vs S&P 500 index
0.68
VaR
+2.53%
240-Day Maximum Drawdown
+16.74%
240-Day Volatility
+24.34%
Return
Best Daily Return
60 days
+4.09%
120 days
+4.09%
5 years
+6.78%
Worst Daily Return
60 days
-1.61%
120 days
-9.10%
5 years
-9.10%
Sharpe Ratio
60 days
+4.11
120 days
+1.71
5 years
+0.74
Risk Assessment
Maximum Drawdown
240 days
+16.74%
3 years
+16.74%
5 years
+30.87%
Return-to-Drawdown Ratio
240 days
+0.56
3 years
+1.66
5 years
+0.58
Skewness
240 days
-1.64
3 years
-0.66
5 years
-0.40
Volatility
Realised Volatility
240 days
+24.34%
5 years
+26.28%
Standardised True Range
240 days
+1.86%
5 years
+1.46%
Downside Risk-Adjusted Return
120 days
+184.47%
240 days
+184.47%
Maximum Daily Upside Volatility
60 days
+15.44%
Maximum Daily Downside Volatility
60 days
+13.17%
Liquidity
Average Turnover Rate
60 days
+0.78%
120 days
+0.83%
5 years
--
Turnover Deviation
20 days
-4.57%
60 days
-5.41%
120 days
+1.24%