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Steelcase Inc

SCS
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16.140USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.87BMarket Cap
20.00P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.24
VaR
+3.53%
240-Day Maximum Drawdown
+24.82%
240-Day Volatility
+50.29%

Return

Best Daily Return
60 days
+2.35%
120 days
+62.87%
5 years
+62.87%
Worst Daily Return
60 days
-4.32%
120 days
-4.32%
5 years
-11.79%
Sharpe Ratio
60 days
-1.01
120 days
+1.37
5 years
+0.34

Risk Assessment

Maximum Drawdown
240 days
+24.82%
3 years
+34.99%
5 years
+62.35%
Return-to-Drawdown Ratio
240 days
+1.55
3 years
+1.14
5 years
+0.04
Skewness
240 days
+11.61
3 years
+10.46
5 years
+8.61

Volatility

Realised Volatility
240 days
+50.29%
5 years
+41.34%
Standardised True Range
240 days
+2.10%
5 years
+2.17%
Downside Risk-Adjusted Return
120 days
+713.39%
240 days
+713.39%
Maximum Daily Upside Volatility
60 days
+9.51%
Maximum Daily Downside Volatility
60 days
+11.99%

Liquidity

Average Turnover Rate
60 days
+1.63%
120 days
+1.16%
5 years
--
Turnover Deviation
20 days
+309.90%
60 days
+116.58%
120 days
+53.59%
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