tradingkey.logo
tradingkey.logo
Search

Pearson PLC

PSO
Add to Watchlist
15.779USD
+0.189+1.21%
Market hours ETQuotes delayed by 15 min
10.03BMarket Cap
17.57P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.40
VaR
+2.27%
240-Day Maximum Drawdown
+19.49%
240-Day Volatility
+25.06%

Return

Best Daily Return
60 days
+4.94%
120 days
+4.94%
5 years
+17.72%
Worst Daily Return
60 days
-2.10%
120 days
-9.73%
5 years
-14.60%
Sharpe Ratio
60 days
+3.44
120 days
+1.12
5 years
+0.52

Risk Assessment

Maximum Drawdown
240 days
+19.49%
3 years
+32.06%
5 years
+32.06%
Return-to-Drawdown Ratio
240 days
+0.51
3 years
+0.50
5 years
+0.34
Skewness
240 days
-1.50
3 years
-0.86
5 years
+0.52

Volatility

Realised Volatility
240 days
+25.06%
5 years
+28.96%
Standardised True Range
240 days
+1.55%
5 years
+1.35%
Downside Risk-Adjusted Return
120 days
+111.51%
240 days
+111.51%
Maximum Daily Upside Volatility
60 days
+20.12%
Maximum Daily Downside Volatility
60 days
+18.12%

Liquidity

Average Turnover Rate
60 days
+0.25%
120 days
+0.22%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
KeyAI