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RELX PLC
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31.180USD
-0.850-2.66%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
55.39BMarket Cap
23.19P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.75
VaR
+2.30%
240-Day Maximum Drawdown
+48.83%
240-Day Volatility
+33.41%
Return
Best Daily Return
60 days
+5.52%
120 days
+7.81%
5 years
+7.81%
Worst Daily Return
60 days
-4.45%
120 days
-14.13%
5 years
-14.13%
Sharpe Ratio
60 days
-0.86
120 days
-1.24
5 years
+0.20
Risk Assessment
Maximum Drawdown
240 days
+48.83%
3 years
+50.18%
5 years
+50.18%
Return-to-Drawdown Ratio
240 days
-0.85
3 years
-0.03
5 years
+0.01
Skewness
240 days
-0.94
3 years
-0.98
5 years
-0.71
Volatility
Realised Volatility
240 days
+33.41%
5 years
+23.85%
Standardised True Range
240 days
+2.70%
5 years
+1.94%
Downside Risk-Adjusted Return
120 days
-164.86%
240 days
-164.86%
Maximum Daily Upside Volatility
60 days
+27.88%
Maximum Daily Downside Volatility
60 days
+28.03%
Liquidity
Average Turnover Rate
60 days
+0.24%
120 days
+0.24%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
