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HanesBrands Inc
HBIAdd to Watchlist
6.470USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
2.29BMarket Cap
3.73P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.70
VaR
+4.63%
240-Day Maximum Drawdown
+53.38%
240-Day Volatility
+68.24%
Return
Best Daily Return
60 days
+3.74%
120 days
+27.95%
5 years
+27.95%
Worst Daily Return
60 days
-3.64%
120 days
-5.08%
5 years
-27.90%
Sharpe Ratio
60 days
+1.05
120 days
+1.26
5 years
-0.13
Risk Assessment
Maximum Drawdown
240 days
+53.38%
3 years
+59.01%
5 years
+84.05%
Return-to-Drawdown Ratio
240 days
-0.48
3 years
-0.12
5 years
-0.15
Skewness
240 days
+1.40
3 years
+0.17
5 years
+0.14
Volatility
Realised Volatility
240 days
+68.24%
5 years
+52.20%
Standardised True Range
240 days
+3.64%
5 years
+5.35%
Downside Risk-Adjusted Return
120 days
+343.41%
240 days
+343.41%
Maximum Daily Upside Volatility
60 days
+14.03%
Maximum Daily Downside Volatility
60 days
+15.86%
Liquidity
Average Turnover Rate
60 days
+2.25%
120 days
+2.13%
5 years
--
Turnover Deviation
20 days
+94.07%
60 days
+6.42%
120 days
+0.79%
