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Gannett Co Inc

GCI
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4.550USD
0.0000.00%
Close 06/22, 16:00ETQuotes delayed by 15 min
1.16BMarket Cap
6.96P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.57
VaR
+5.67%
240-Day Maximum Drawdown
+53.11%
240-Day Volatility
+65.45%

Return

Best Daily Return
60 days
+27.74%
120 days
+27.74%
5 years
+27.74%
Worst Daily Return
60 days
-5.18%
120 days
-5.18%
5 years
-28.35%
Sharpe Ratio
60 days
+0.88
120 days
+1.23
5 years
+0.31

Risk Assessment

Maximum Drawdown
240 days
+53.11%
3 years
+54.56%
5 years
+81.39%
Return-to-Drawdown Ratio
240 days
-0.27
3 years
+0.60
5 years
-0.03
Skewness
240 days
+2.28
3 years
+1.19
5 years
+0.66

Volatility

Realised Volatility
240 days
+65.45%
5 years
+66.46%
Standardised True Range
240 days
+4.70%
5 years
+4.56%
Downside Risk-Adjusted Return
120 days
+336.26%
240 days
+336.26%
Maximum Daily Upside Volatility
60 days
+70.90%
Maximum Daily Downside Volatility
60 days
+30.60%

Liquidity

Average Turnover Rate
60 days
+1.18%
120 days
+1.22%
5 years
--
Turnover Deviation
20 days
+34.13%
60 days
+33.82%
120 days
+37.69%
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