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SpartanNash Co

SPTN
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26.900USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
910.78MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.44
VaR
+2.80%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+1.66%
120 days
+50.62%
5 years
+50.62%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-2.00
120 days
-0.75
5 years
-0.06

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-8.58
3 years
-12.63
5 years
-13.57

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-60.67%
240 days
-60.67%
Maximum Daily Upside Volatility
60 days
+205.52%
Maximum Daily Downside Volatility
60 days
+204.69%

Liquidity

Average Turnover Rate
60 days
+2.74%
120 days
+1.83%
5 years
--
Turnover Deviation
20 days
+113.97%
60 days
+167.98%
120 days
+78.74%
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