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Amedisys Inc
AMEDAdd to Watchlist
100.990USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
3.32BMarket Cap
36.96P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.91
VaR
+3.54%
240-Day Maximum Drawdown
+14.52%
240-Day Volatility
+13.31%
Return
Best Daily Return
60 days
+2.78%
120 days
+2.78%
5 years
+15.44%
Worst Daily Return
60 days
-2.04%
120 days
-2.04%
5 years
-21.91%
Sharpe Ratio
60 days
+2.64
120 days
+1.98
5 years
-0.38
Risk Assessment
Maximum Drawdown
240 days
+14.52%
3 years
+33.75%
5 years
+77.79%
Return-to-Drawdown Ratio
240 days
+0.25
3 years
-0.01
5 years
-0.15
Skewness
240 days
-1.20
3 years
+0.86
5 years
-0.71
Volatility
Realised Volatility
240 days
+13.31%
5 years
+36.44%
Standardised True Range
240 days
+0.90%
5 years
+3.73%
Downside Risk-Adjusted Return
120 days
+257.59%
240 days
+257.59%
Maximum Daily Upside Volatility
60 days
+9.80%
Maximum Daily Downside Volatility
60 days
+6.25%
Liquidity
Average Turnover Rate
60 days
+1.51%
120 days
+1.35%
5 years
--
Turnover Deviation
20 days
+78.42%
60 days
+27.51%
120 days
+13.95%
