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GMS Inc
GMSAdd to Watchlist
109.960USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
4.19BMarket Cap
41.13P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.75
VaR
+3.48%
240-Day Maximum Drawdown
+35.74%
240-Day Volatility
+45.04%
Return
Best Daily Return
60 days
+23.77%
120 days
+23.77%
5 years
+23.77%
Worst Daily Return
60 days
-3.81%
120 days
-5.55%
5 years
-10.84%
Sharpe Ratio
60 days
+2.67
120 days
+2.08
5 years
+0.88
Risk Assessment
Maximum Drawdown
240 days
+35.74%
3 years
+35.74%
5 years
+36.48%
Return-to-Drawdown Ratio
240 days
+0.63
3 years
+1.41
5 years
+1.37
Skewness
240 days
+4.10
3 years
+2.14
5 years
+0.92
Volatility
Realised Volatility
240 days
+45.04%
5 years
+40.48%
Standardised True Range
240 days
+1.91%
5 years
+1.76%
Downside Risk-Adjusted Return
120 days
+515.80%
240 days
+515.80%
Maximum Daily Upside Volatility
60 days
+73.09%
Maximum Daily Downside Volatility
60 days
+58.03%
Liquidity
Average Turnover Rate
60 days
+3.75%
120 days
+2.38%
5 years
--
Turnover Deviation
20 days
+71.09%
60 days
+185.09%
120 days
+81.14%
