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Valaris Ltd
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10.110USD
-2.000-16.64%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
0.00Market Cap
--P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.08
VaR
+7.74%
240-Day Maximum Drawdown
+60.35%
240-Day Volatility
+141.33%
Return
Best Daily Return
60 days
+19.05%
120 days
+119.54%
5 years
+119.54%
Worst Daily Return
60 days
-19.66%
120 days
-19.66%
5 years
-19.66%
Sharpe Ratio
60 days
-0.44
120 days
+2.42
5 years
+0.70
Risk Assessment
Maximum Drawdown
240 days
+60.35%
3 years
+88.34%
5 years
+88.34%
Return-to-Drawdown Ratio
240 days
+2.70
3 years
-0.11
5 years
+0.54
Skewness
240 days
+5.75
3 years
+6.99
5 years
+5.93
Volatility
Realised Volatility
240 days
+141.33%
5 years
+103.15%
Standardised True Range
240 days
+8.88%
5 years
+6.73%
Downside Risk-Adjusted Return
120 days
+636.63%
240 days
+636.63%
Maximum Daily Upside Volatility
60 days
+107.68%
Maximum Daily Downside Volatility
60 days
+98.35%
Liquidity
Average Turnover Rate
60 days
+0.01%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
