Search
National Grid PLC
NGGAdd to Watchlist
79.660USD
-1.020-1.26%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
78.03BMarket Cap
20.26P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.74
VaR
+2.17%
240-Day Maximum Drawdown
+15.43%
240-Day Volatility
+21.44%
Return
Best Daily Return
60 days
+4.14%
120 days
+4.14%
5 years
+12.81%
Worst Daily Return
60 days
-7.77%
120 days
-7.77%
5 years
-14.27%
Sharpe Ratio
60 days
-0.31
120 days
+0.36
5 years
+0.57
Risk Assessment
Maximum Drawdown
240 days
+15.43%
3 years
+20.76%
5 years
+40.93%
Return-to-Drawdown Ratio
240 days
+0.78
3 years
+0.55
5 years
+0.16
Skewness
240 days
-1.00
3 years
-0.74
5 years
-0.44
Volatility
Realised Volatility
240 days
+21.44%
5 years
+22.36%
Standardised True Range
240 days
+1.61%
5 years
+1.37%
Downside Risk-Adjusted Return
120 days
+42.26%
240 days
+42.26%
Maximum Daily Upside Volatility
60 days
+24.97%
Maximum Daily Downside Volatility
60 days
+27.42%
Liquidity
Average Turnover Rate
60 days
+0.17%
120 days
+0.14%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
