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Ambac Financial Group Inc
AMBCAdd to Watchlist
9.030USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
285.39MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.82
VaR
+4.04%
240-Day Maximum Drawdown
+51.81%
240-Day Volatility
+59.53%
Return
Best Daily Return
60 days
+16.00%
120 days
+17.69%
5 years
+20.98%
Worst Daily Return
60 days
-14.20%
120 days
-16.28%
5 years
-22.50%
Sharpe Ratio
60 days
+0.54
120 days
+0.78
5 years
+0.01
Risk Assessment
Maximum Drawdown
240 days
+51.81%
3 years
+64.38%
5 years
+64.61%
Return-to-Drawdown Ratio
240 days
-0.57
3 years
-0.24
5 years
-0.12
Skewness
240 days
+0.07
3 years
+0.05
5 years
-0.00
Volatility
Realised Volatility
240 days
+59.53%
5 years
+47.72%
Standardised True Range
240 days
+4.64%
5 years
+5.25%
Downside Risk-Adjusted Return
120 days
+94.68%
240 days
+94.68%
Maximum Daily Upside Volatility
60 days
+46.10%
Maximum Daily Downside Volatility
60 days
+49.05%
Liquidity
Average Turnover Rate
60 days
+2.05%
120 days
+2.45%
5 years
--
Turnover Deviation
20 days
+19.41%
60 days
+43.07%
120 days
+70.73%