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Foot Locker Inc
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24.010USD
0.0000.00%
Close 07/01, 16:00（ET）Quotes delayed by 15 min
2.29BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.85
VaR
+4.62%
240-Day Maximum Drawdown
+61.54%
240-Day Volatility
+83.28%
Return
Best Daily Return
60 days
+3.97%
120 days
+85.70%
5 years
+85.70%
Worst Daily Return
60 days
-5.33%
120 days
-15.42%
5 years
-29.80%
Sharpe Ratio
60 days
+0.07
120 days
+1.14
5 years
+0.19
Risk Assessment
Maximum Drawdown
240 days
+61.54%
3 years
+76.11%
5 years
+83.11%
Return-to-Drawdown Ratio
240 days
-0.28
3 years
-0.10
5 years
-0.09
Skewness
240 days
+10.35
3 years
+6.99
5 years
+5.97
Volatility
Realised Volatility
240 days
+83.28%
5 years
+63.86%
Standardised True Range
240 days
+3.44%
5 years
+5.72%
Downside Risk-Adjusted Return
120 days
+367.05%
240 days
+367.05%
Maximum Daily Upside Volatility
60 days
+15.71%
Maximum Daily Downside Volatility
60 days
+18.05%
Liquidity
Average Turnover Rate
60 days
+4.28%
120 days
+5.50%
5 years
--
Turnover Deviation
20 days
+35.54%
60 days
+2.92%
120 days
+32.22%