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Light & Wonder Inc

LNW
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86.220USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
7.38BMarket Cap
17.94P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.39
VaR
+4.32%
240-Day Maximum Drawdown
+35.94%
240-Day Volatility
+48.07%

Return

Best Daily Return
60 days
+10.59%
120 days
+10.59%
5 years
+11.21%
Worst Daily Return
60 days
-4.59%
120 days
-14.35%
5 years
-19.50%
Sharpe Ratio
60 days
-0.05
120 days
+0.43
5 years
+0.56

Risk Assessment

Maximum Drawdown
240 days
+35.94%
3 years
+36.63%
5 years
+53.82%
Return-to-Drawdown Ratio
240 days
-0.33
3 years
+0.44
5 years
+0.39
Skewness
240 days
-0.44
3 years
-1.01
5 years
-0.36

Volatility

Realised Volatility
240 days
+48.07%
5 years
+49.55%
Standardised True Range
240 days
+3.69%
5 years
+3.25%
Downside Risk-Adjusted Return
120 days
+56.73%
240 days
+56.73%
Maximum Daily Upside Volatility
60 days
+45.71%
Maximum Daily Downside Volatility
60 days
+26.17%

Liquidity

Average Turnover Rate
60 days
+1.20%
120 days
+1.22%
5 years
--
Turnover Deviation
20 days
+104.79%
60 days
+34.17%
120 days
+36.87%
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