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Marex Group PLC
MRXAdd to Watchlist
64.850USD
+3.260+5.29%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
4.66BMarket Cap
13.89P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
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240-Day Maximum Drawdown
+28.49%
240-Day Volatility
+45.30%
Return
Best Daily Return
60 days
+8.92%
120 days
+8.92%
5 years
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Worst Daily Return
60 days
-5.90%
120 days
-7.45%
5 years
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Sharpe Ratio
60 days
+5.32
120 days
+2.57
5 years
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Risk Assessment
Maximum Drawdown
240 days
+28.49%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+2.39
3 years
--
5 years
--
Skewness
240 days
+0.23
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+45.30%
5 years
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Standardised True Range
240 days
+2.48%
5 years
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Downside Risk-Adjusted Return
120 days
+424.70%
240 days
+424.70%
Maximum Daily Upside Volatility
60 days
+38.36%
Maximum Daily Downside Volatility
60 days
+30.14%
Liquidity
Average Turnover Rate
60 days
+1.47%
120 days
+1.17%
5 years
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Turnover Deviation
20 days
+8.57%
60 days
+43.60%
120 days
+14.38%
