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International Game Technology PLC

IGT
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16.290USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
3.29BMarket Cap
11.23P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.50
VaR
+4.65%
240-Day Maximum Drawdown
+39.25%
240-Day Volatility
+41.42%

Return

Best Daily Return
60 days
+10.46%
120 days
+10.46%
5 years
+22.36%
Worst Daily Return
60 days
-9.50%
120 days
-9.50%
5 years
-14.59%
Sharpe Ratio
60 days
+0.08
120 days
-0.31
5 years
+0.40

Risk Assessment

Maximum Drawdown
240 days
+39.25%
3 years
+57.32%
5 years
+57.32%
Return-to-Drawdown Ratio
240 days
-0.64
3 years
-0.16
5 years
+0.09
Skewness
240 days
+1.89
3 years
+1.53
5 years
+0.61

Volatility

Realised Volatility
240 days
+41.42%
5 years
+48.71%
Standardised True Range
240 days
+3.37%
5 years
+5.52%
Downside Risk-Adjusted Return
120 days
-40.79%
240 days
-40.79%
Maximum Daily Upside Volatility
60 days
+38.15%
Maximum Daily Downside Volatility
60 days
+42.94%

Liquidity

Average Turnover Rate
60 days
+0.93%
120 days
+0.81%
5 years
--
Turnover Deviation
20 days
+44.88%
60 days
+47.06%
120 days
+28.73%
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