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MRC Global Inc
MRCAdd to Watchlist
13.780USD
0.0000.00%
Close 06/23, 16:00（ET）Quotes delayed by 15 min
1.17BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.49
VaR
+4.43%
240-Day Maximum Drawdown
+38.05%
240-Day Volatility
+47.07%
Return
Best Daily Return
60 days
+5.57%
120 days
+11.79%
5 years
+19.38%
Worst Daily Return
60 days
-5.93%
120 days
-7.92%
5 years
-16.59%
Sharpe Ratio
60 days
+0.39
120 days
+0.55
5 years
+0.54
Risk Assessment
Maximum Drawdown
240 days
+38.05%
3 years
+38.09%
5 years
+45.27%
Return-to-Drawdown Ratio
240 days
+0.09
3 years
+0.14
5 years
+0.48
Skewness
240 days
+0.07
3 years
+0.22
5 years
+0.38
Volatility
Realised Volatility
240 days
+47.07%
5 years
+49.79%
Standardised True Range
240 days
+3.34%
5 years
+3.10%
Downside Risk-Adjusted Return
120 days
+77.42%
240 days
+77.42%
Maximum Daily Upside Volatility
60 days
+21.85%
Maximum Daily Downside Volatility
60 days
+32.40%
Liquidity
Average Turnover Rate
60 days
+1.17%
120 days
+1.03%
5 years
--
Turnover Deviation
20 days
-3.24%
60 days
+48.54%
120 days
+30.14%
