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Spirit AeroSystems Holdings Inc
SPRAdd to Watchlist
39.500USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
4.64BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.09
VaR
+4.62%
240-Day Maximum Drawdown
+18.48%
240-Day Volatility
+26.85%
Return
Best Daily Return
60 days
+5.22%
120 days
+5.22%
5 years
+23.09%
Worst Daily Return
60 days
-4.60%
120 days
-4.60%
5 years
-27.29%
Sharpe Ratio
60 days
-0.26
120 days
+0.71
5 years
+0.21
Risk Assessment
Maximum Drawdown
240 days
+18.48%
3 years
+61.23%
5 years
+72.06%
Return-to-Drawdown Ratio
240 days
+1.03
3 years
+0.09
5 years
-0.02
Skewness
240 days
+0.07
3 years
-0.94
5 years
-0.25
Volatility
Realised Volatility
240 days
+26.85%
5 years
+50.29%
Standardised True Range
240 days
+2.04%
5 years
+3.48%
Downside Risk-Adjusted Return
120 days
+105.83%
240 days
+105.83%
Maximum Daily Upside Volatility
60 days
+18.89%
Maximum Daily Downside Volatility
60 days
+20.74%
Liquidity
Average Turnover Rate
60 days
+0.82%
120 days
+0.99%
5 years
--
Turnover Deviation
20 days
-71.19%
60 days
-61.38%
120 days
-53.50%
