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Denny's Corp

DENN
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6.250USD
0.0000.00%
Close 06/24, 16:00ETQuotes delayed by 15 min
321.87MMarket Cap
31.90P/E TTM

Risk Assessment

Currency: USD Updated: 2026-01-16
Previous score
4.29
Change
0
Denny's Corp’s latest ESG disclosure leads the Hotels & Entertainment Services industry, indicating outstanding, compliant performance across environmental management, social responsibility, and governance, which may help mitigate overall risk.
Beta vs S&P 500 index
1.39
VaR
+4.30%
240-Day Maximum Drawdown
+58.66%
240-Day Volatility
+69.23%

Return

Best Daily Return
60 days
+50.36%
120 days
+50.36%
5 years
+50.36%
Worst Daily Return
60 days
-8.52%
120 days
-8.52%
5 years
-23.81%
Sharpe Ratio
60 days
+1.19
120 days
+1.32
5 years
-0.18

Risk Assessment

Maximum Drawdown
240 days
+58.66%
3 years
+76.72%
5 years
+84.80%
Return-to-Drawdown Ratio
240 days
-0.02
3 years
-0.20
5 years
-0.15
Skewness
240 days
+3.71
3 years
+3.36
5 years
+2.72

Volatility

Realised Volatility
240 days
+69.23%
5 years
+47.93%
Standardised True Range
240 days
+3.46%
5 years
+5.81%
Downside Risk-Adjusted Return
120 days
+305.18%
240 days
+305.18%
Maximum Daily Upside Volatility
60 days
+104.42%
Maximum Daily Downside Volatility
60 days
+107.33%

Liquidity

Average Turnover Rate
60 days
+1.19%
120 days
+1.76%
5 years
--
Turnover Deviation
20 days
-7.76%
60 days
-17.76%
120 days
+21.72%
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