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Rentokil Initial PLC

RTO
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28.480USD
-0.530-1.83%
Close 06/18, 16:00ETQuotes delayed by 15 min
14.39BMarket Cap
30.59P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.99
VaR
+2.83%
240-Day Maximum Drawdown
+17.50%
240-Day Volatility
+32.66%

Return

Best Daily Return
60 days
+3.54%
120 days
+11.27%
5 years
+18.05%
Worst Daily Return
60 days
-4.32%
120 days
-6.86%
5 years
-21.04%
Sharpe Ratio
60 days
-1.50
120 days
-0.16
5 years
-0.00

Risk Assessment

Maximum Drawdown
240 days
+17.50%
3 years
+49.13%
5 years
--
Return-to-Drawdown Ratio
240 days
+1.13
3 years
-0.17
5 years
--
Skewness
240 days
+1.20
3 years
-0.50
5 years
-0.47

Volatility

Realised Volatility
240 days
+32.66%
5 years
--
Standardised True Range
240 days
+2.21%
5 years
--
Downside Risk-Adjusted Return
120 days
-26.72%
240 days
-26.72%
Maximum Daily Upside Volatility
60 days
+21.55%
Maximum Daily Downside Volatility
60 days
+21.40%

Liquidity

Average Turnover Rate
60 days
+0.35%
120 days
+0.32%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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