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Hertz Global Holdings Inc
HTZWWAdd to Watchlist
2.420USD
+0.090+3.88%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
0.00Market Cap
--P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
2.17
VaR
+6.32%
240-Day Maximum Drawdown
+53.33%
240-Day Volatility
+85.79%
Return
Best Daily Return
60 days
+17.49%
120 days
+17.49%
5 years
+49.25%
Worst Daily Return
60 days
-10.13%
120 days
-10.45%
5 years
-18.47%
Sharpe Ratio
60 days
+1.10
120 days
-0.14
5 years
+0.03
Risk Assessment
Maximum Drawdown
240 days
+53.33%
3 years
+81.32%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.66
3 years
-0.30
5 years
--
Skewness
240 days
+2.09
3 years
+2.71
5 years
+2.13
Volatility
Realised Volatility
240 days
+85.79%
5 years
--
Standardised True Range
240 days
+8.81%
5 years
--
Downside Risk-Adjusted Return
120 days
-25.16%
240 days
-25.16%
Maximum Daily Upside Volatility
60 days
+74.43%
Maximum Daily Downside Volatility
60 days
+60.44%
Liquidity
Average Turnover Rate
60 days
+0.02%
120 days
+0.02%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
