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American Axle & Manufacturing Holdings Inc

AXL
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9.000USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
1.22BMarket Cap
26.61P/E TTM

Risk Assessment

Currency: USD Updated: 2026-02-04
Previous score
6.30
Change
0
American Axle & Manufacturing Holdings Inc’s latest ESG disclosure leads the Automobiles & Auto Parts industry, indicating outstanding, compliant performance across environmental management, social responsibility, and governance, which may help mitigate overall risk.
Beta vs S&P 500 index
1.59
VaR
+5.04%
240-Day Maximum Drawdown
+47.28%
240-Day Volatility
+52.66%

Return

Best Daily Return
60 days
+9.81%
120 days
+9.81%
5 years
+18.55%
Worst Daily Return
60 days
-6.12%
120 days
-6.50%
5 years
-12.94%
Sharpe Ratio
60 days
+2.45
120 days
+2.02
5 years
+0.22

Risk Assessment

Maximum Drawdown
240 days
+47.28%
3 years
+67.44%
5 years
+75.91%
Return-to-Drawdown Ratio
240 days
+0.86
3 years
+0.04
5 years
-0.04
Skewness
240 days
+0.63
3 years
+0.51
5 years
+0.40

Volatility

Realised Volatility
240 days
+52.66%
5 years
+51.42%
Standardised True Range
240 days
+2.94%
5 years
+4.08%
Downside Risk-Adjusted Return
120 days
+373.78%
240 days
+373.78%
Maximum Daily Upside Volatility
60 days
+40.57%
Maximum Daily Downside Volatility
60 days
+24.74%

Liquidity

Average Turnover Rate
60 days
+3.16%
120 days
+2.74%
5 years
--
Turnover Deviation
20 days
+100.97%
60 days
+76.75%
120 days
+53.45%