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Mizuho Financial Group Inc
MFGAdd to Watchlist
10.300USD
+0.175+1.73%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
130.53BMarket Cap
--P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.49
VaR
+2.85%
240-Day Maximum Drawdown
+24.78%
240-Day Volatility
+33.33%
Return
Best Daily Return
60 days
+6.67%
120 days
+6.78%
5 years
+9.59%
Worst Daily Return
60 days
-4.30%
120 days
-5.66%
5 years
-14.31%
Sharpe Ratio
60 days
+3.49
120 days
+2.11
5 years
+1.06
Risk Assessment
Maximum Drawdown
240 days
+24.78%
3 years
+29.64%
5 years
+29.64%
Return-to-Drawdown Ratio
240 days
+3.63
3 years
+2.32
5 years
+1.70
Skewness
240 days
+0.15
3 years
-0.51
5 years
-0.21
Volatility
Realised Volatility
240 days
+33.33%
5 years
+31.81%
Standardised True Range
240 days
+1.79%
5 years
+0.97%
Downside Risk-Adjusted Return
120 days
+365.08%
240 days
+365.08%
Maximum Daily Upside Volatility
60 days
+33.58%
Maximum Daily Downside Volatility
60 days
+33.65%
Liquidity
Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
