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Prudential PLC

PUK
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26.810USD
-0.290-1.07%
Close 06/17, 16:00ETQuotes delayed by 15 min
33.81BMarket Cap
10.39P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.73
VaR
+3.41%
240-Day Maximum Drawdown
+25.68%
240-Day Volatility
+28.83%

Return

Best Daily Return
60 days
+7.01%
120 days
+7.01%
5 years
+11.78%
Worst Daily Return
60 days
-8.58%
120 days
-8.58%
5 years
-10.71%
Sharpe Ratio
60 days
-0.50
120 days
-0.81
5 years
-0.06

Risk Assessment

Maximum Drawdown
240 days
+25.68%
3 years
+45.07%
5 years
+66.01%
Return-to-Drawdown Ratio
240 days
+0.30
3 years
+0.01
5 years
-0.11
Skewness
240 days
-0.49
3 years
-0.06
5 years
+0.00

Volatility

Realised Volatility
240 days
+28.83%
5 years
+35.66%
Standardised True Range
240 days
+2.26%
5 years
+2.34%
Downside Risk-Adjusted Return
120 days
-111.59%
240 days
-111.59%
Maximum Daily Upside Volatility
60 days
+31.29%
Maximum Daily Downside Volatility
60 days
+32.99%

Liquidity

Average Turnover Rate
60 days
+0.10%
120 days
+0.09%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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