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United States Cellular Corp

USM
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77.010USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
6.62BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.30
VaR
+3.63%
240-Day Maximum Drawdown
+16.61%
240-Day Volatility
+36.40%

Return

Best Daily Return
60 days
+6.93%
120 days
+8.16%
5 years
+92.91%
Worst Daily Return
60 days
-3.52%
120 days
-8.40%
5 years
-22.42%
Sharpe Ratio
60 days
+3.87
120 days
+0.93
5 years
+0.58

Risk Assessment

Maximum Drawdown
240 days
+16.61%
3 years
+54.42%
5 years
+64.23%
Return-to-Drawdown Ratio
240 days
+2.35
3 years
+1.17
5 years
+0.53
Skewness
240 days
+0.16
3 years
+10.78
5 years
+11.87

Volatility

Realised Volatility
240 days
+36.40%
5 years
+45.64%
Standardised True Range
240 days
+2.49%
5 years
+1.71%
Downside Risk-Adjusted Return
120 days
+116.59%
240 days
+116.59%
Maximum Daily Upside Volatility
60 days
+27.50%
Maximum Daily Downside Volatility
60 days
+19.61%

Liquidity

Average Turnover Rate
60 days
+0.35%
120 days
+0.31%
5 years
--
Turnover Deviation
20 days
+103.29%
60 days
+32.15%
120 days
+14.95%
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