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Azek Company Inc
AZEKAdd to Watchlist
54.350USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
7.82BMarket Cap
51.82P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.82
VaR
+4.16%
240-Day Maximum Drawdown
+27.67%
240-Day Volatility
+42.69%
Return
Best Daily Return
60 days
+9.26%
120 days
+17.32%
5 years
+17.32%
Worst Daily Return
60 days
-4.07%
120 days
-6.71%
5 years
-13.90%
Sharpe Ratio
60 days
+1.64
120 days
+0.91
5 years
+0.44
Risk Assessment
Maximum Drawdown
240 days
+27.67%
3 years
+32.48%
5 years
+69.98%
Return-to-Drawdown Ratio
240 days
+0.88
3 years
+1.52
5 years
+0.18
Skewness
240 days
+1.10
3 years
+0.88
5 years
+0.24
Volatility
Realised Volatility
240 days
+42.69%
5 years
+45.05%
Standardised True Range
240 days
+2.58%
5 years
+2.30%
Downside Risk-Adjusted Return
120 days
+189.33%
240 days
+189.33%
Maximum Daily Upside Volatility
60 days
+28.17%
Maximum Daily Downside Volatility
60 days
+23.76%
Liquidity
Average Turnover Rate
60 days
+2.82%
120 days
+2.39%
5 years
--
Turnover Deviation
20 days
+146.73%
60 days
+94.66%
120 days
+65.07%
