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Mr Cooper Group Inc
COOPAdd to Watchlist
210.790USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
13.49BMarket Cap
23.67P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.08
VaR
+3.17%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+11.91%
120 days
+11.91%
5 years
+19.23%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.14
120 days
-0.47
5 years
+0.45
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
-11.90
3 years
-17.38
5 years
-17.16
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-33.50%
240 days
-33.50%
Maximum Daily Upside Volatility
60 days
+217.26%
Maximum Daily Downside Volatility
60 days
+204.61%
Liquidity
Average Turnover Rate
60 days
+1.84%
120 days
+1.78%
5 years
--
Turnover Deviation
20 days
+41.83%
60 days
+82.84%
120 days
+76.77%
