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Owens & Minor Inc
OMIAdd to Watchlist
2.800USD
0.0000.00%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
247.37MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.35
VaR
+5.45%
240-Day Maximum Drawdown
+83.48%
240-Day Volatility
+82.05%
Return
Best Daily Return
60 days
+10.84%
120 days
+18.14%
5 years
+39.04%
Worst Daily Return
60 days
-19.96%
120 days
-34.70%
5 years
-35.18%
Sharpe Ratio
60 days
-2.56
120 days
-2.07
5 years
-0.43
Risk Assessment
Maximum Drawdown
240 days
+83.48%
3 years
+91.09%
5 years
+94.89%
Return-to-Drawdown Ratio
240 days
-0.97
3 years
-0.32
5 years
-0.19
Skewness
240 days
-0.29
3 years
+0.39
5 years
+0.48
Volatility
Realised Volatility
240 days
+82.05%
5 years
+61.40%
Standardised True Range
240 days
+16.05%
5 years
+36.38%
Downside Risk-Adjusted Return
120 days
-235.60%
240 days
-235.60%
Maximum Daily Upside Volatility
60 days
+42.18%
Maximum Daily Downside Volatility
60 days
+61.06%
Liquidity
Average Turnover Rate
60 days
+2.00%
120 days
+1.90%
5 years
--
Turnover Deviation
20 days
+102.33%
60 days
+46.09%
120 days
+38.23%
