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Altice USA Inc

ATUS
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1.790USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
595.59MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.56
VaR
+6.88%
240-Day Maximum Drawdown
+43.09%
240-Day Volatility
+70.64%

Return

Best Daily Return
60 days
+7.54%
120 days
+16.22%
5 years
+36.07%
Worst Daily Return
60 days
-8.13%
120 days
-9.15%
5 years
-29.07%
Sharpe Ratio
60 days
-1.88
120 days
-0.57
5 years
-0.53

Risk Assessment

Maximum Drawdown
240 days
+43.09%
3 years
+70.82%
5 years
+95.85%
Return-to-Drawdown Ratio
240 days
-0.68
3 years
-0.30
5 years
-0.20
Skewness
240 days
-0.07
3 years
+0.99
5 years
+0.65

Volatility

Realised Volatility
240 days
+70.64%
5 years
+73.26%
Standardised True Range
240 days
+8.37%
5 years
+22.21%
Downside Risk-Adjusted Return
120 days
-96.56%
240 days
-96.56%
Maximum Daily Upside Volatility
60 days
+44.16%
Maximum Daily Downside Volatility
60 days
+41.97%

Liquidity

Average Turnover Rate
60 days
+0.93%
120 days
+0.85%
5 years
--
Turnover Deviation
20 days
-22.36%
60 days
+15.44%
120 days
+5.66%
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