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British American Tobacco plc
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58.910USD
-0.585-0.98%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
128.39BMarket Cap
31.36P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.33
VaR
+2.07%
240-Day Maximum Drawdown
+14.98%
240-Day Volatility
+22.26%
Return
Best Daily Return
60 days
+5.29%
120 days
+5.29%
5 years
+6.97%
Worst Daily Return
60 days
-3.91%
120 days
-4.06%
5 years
-8.50%
Sharpe Ratio
60 days
+0.39
120 days
+0.38
5 years
+0.84
Risk Assessment
Maximum Drawdown
240 days
+14.98%
3 years
+16.26%
5 years
+39.85%
Return-to-Drawdown Ratio
240 days
+1.41
3 years
+1.66
5 years
+0.28
Skewness
240 days
-0.01
3 years
-0.51
5 years
-0.51
Volatility
Realised Volatility
240 days
+22.26%
5 years
+21.91%
Standardised True Range
240 days
+1.82%
5 years
+1.18%
Downside Risk-Adjusted Return
120 days
+60.55%
240 days
+60.55%
Maximum Daily Upside Volatility
60 days
+23.38%
Maximum Daily Downside Volatility
60 days
+22.59%
Liquidity
Average Turnover Rate
60 days
+0.28%
120 days
+0.27%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
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