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Juniper Networks Inc

JNPR
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39.950USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
13.36BMarket Cap
37.86P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.77
VaR
+2.22%
240-Day Maximum Drawdown
+13.58%
240-Day Volatility
+18.60%

Return

Best Daily Return
60 days
+8.45%
120 days
+8.45%
5 years
+21.81%
Worst Daily Return
60 days
-3.66%
120 days
-6.08%
5 years
-6.94%
Sharpe Ratio
60 days
+1.98
120 days
+0.69
5 years
+0.67

Risk Assessment

Maximum Drawdown
240 days
+13.58%
3 years
+27.51%
5 years
+33.78%
Return-to-Drawdown Ratio
240 days
+0.53
3 years
+0.45
5 years
+0.42
Skewness
240 days
+0.79
3 years
+4.03
5 years
+2.14

Volatility

Realised Volatility
240 days
+18.60%
5 years
+26.77%
Standardised True Range
240 days
+1.05%
5 years
+1.47%
Downside Risk-Adjusted Return
120 days
+83.10%
240 days
+83.10%
Maximum Daily Upside Volatility
60 days
+19.53%
Maximum Daily Downside Volatility
60 days
+21.34%

Liquidity

Average Turnover Rate
60 days
+0.91%
120 days
+1.04%
5 years
--
Turnover Deviation
20 days
+4.89%
60 days
-16.37%
120 days
-4.33%
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