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Dun & Bradstreet Holdings Inc
DNBAdd to Watchlist
9.150USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
4.08BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.15
VaR
+3.13%
240-Day Maximum Drawdown
+38.12%
240-Day Volatility
+27.30%
Return
Best Daily Return
60 days
+0.55%
120 days
+4.32%
5 years
+14.87%
Worst Daily Return
60 days
-0.33%
120 days
-4.65%
5 years
-16.12%
Sharpe Ratio
60 days
+3.08
120 days
+0.34
5 years
-0.48
Risk Assessment
Maximum Drawdown
240 days
+38.12%
3 years
+47.26%
5 years
+71.83%
Return-to-Drawdown Ratio
240 days
-0.58
3 years
-0.18
5 years
-0.18
Skewness
240 days
-0.43
3 years
-0.06
5 years
-0.08
Volatility
Realised Volatility
240 days
+27.30%
5 years
+33.64%
Standardised True Range
240 days
+2.12%
5 years
+4.51%
Downside Risk-Adjusted Return
120 days
+35.64%
240 days
+35.64%
Maximum Daily Upside Volatility
60 days
+2.02%
Maximum Daily Downside Volatility
60 days
+1.76%
Liquidity
Average Turnover Rate
60 days
+0.93%
120 days
+2.18%
5 years
--
Turnover Deviation
20 days
-24.22%
60 days
-15.18%
120 days
+97.72%
