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MeridianLink Inc

MLNK
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20.010USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.48BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.92
VaR
--
240-Day Maximum Drawdown
+36.76%
240-Day Volatility
+39.23%

Return

Best Daily Return
60 days
+24.56%
120 days
+24.56%
5 years
--
Worst Daily Return
60 days
-2.86%
120 days
-7.13%
5 years
--
Sharpe Ratio
60 days
+1.72
120 days
+1.10
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+36.76%
3 years
+39.53%
5 years
--
Return-to-Drawdown Ratio
240 days
-0.46
3 years
+0.43
5 years
--
Skewness
240 days
+4.64
3 years
+0.10
5 years
--

Volatility

Realised Volatility
240 days
+39.23%
5 years
--
Standardised True Range
240 days
+2.30%
5 years
--
Downside Risk-Adjusted Return
120 days
+215.73%
240 days
+215.73%
Maximum Daily Upside Volatility
60 days
+51.20%
Maximum Daily Downside Volatility
60 days
+50.51%

Liquidity

Average Turnover Rate
60 days
+0.90%
120 days
+0.62%
5 years
--
Turnover Deviation
20 days
+329.48%
60 days
+124.28%
120 days
+53.65%
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