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ANSYS Inc

ANSS
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374.300USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
32.91BMarket Cap
55.51P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.19
VaR
+3.10%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+4.04%
120 days
+8.74%
5 years
+18.08%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.57
120 days
-1.32
5 years
-0.23

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-14.07
3 years
-19.02
5 years
-18.85

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-92.11%
240 days
-92.11%
Maximum Daily Upside Volatility
60 days
+208.34%
Maximum Daily Downside Volatility
60 days
+204.97%

Liquidity

Average Turnover Rate
60 days
+1.26%
120 days
+0.96%
5 years
--
Turnover Deviation
20 days
+207.47%
60 days
+79.93%
120 days
+37.44%
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