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Skechers USA Inc
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63.130USD
0.0000.00%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
9.49BMarket Cap
14.26P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.22
VaR
+3.44%
240-Day Maximum Drawdown
+41.87%
240-Day Volatility
+46.34%
Return
Best Daily Return
60 days
+0.40%
120 days
+24.35%
5 years
+24.35%
Worst Daily Return
60 days
-0.40%
120 days
-17.06%
5 years
-17.06%
Sharpe Ratio
60 days
+2.21
120 days
+0.63
5 years
+0.52
Risk Assessment
Maximum Drawdown
240 days
+41.87%
3 years
+41.87%
5 years
+41.87%
Return-to-Drawdown Ratio
240 days
-0.09
3 years
+0.75
5 years
+0.42
Skewness
240 days
+1.61
3 years
+0.85
5 years
+0.61
Volatility
Realised Volatility
240 days
+46.34%
5 years
+40.05%
Standardised True Range
240 days
+2.43%
5 years
+2.37%
Downside Risk-Adjusted Return
120 days
+75.55%
240 days
+75.55%
Maximum Daily Upside Volatility
60 days
+1.51%
Maximum Daily Downside Volatility
60 days
+1.66%
Liquidity
Average Turnover Rate
60 days
+2.41%
120 days
+3.47%
5 years
--
Turnover Deviation
20 days
-3.97%
60 days
+31.38%
120 days
+88.95%
