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Vodafone Group PLC
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14.300USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
33.01BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.38
VaR
+2.58%
240-Day Maximum Drawdown
+12.38%
240-Day Volatility
+27.77%
Return
Best Daily Return
60 days
+3.25%
120 days
+3.35%
5 years
+8.29%
Worst Daily Return
60 days
-7.51%
120 days
-7.51%
5 years
-9.28%
Sharpe Ratio
60 days
-0.01
120 days
+0.80
5 years
+0.23
Risk Assessment
Maximum Drawdown
240 days
+12.38%
3 years
+22.22%
5 years
+57.45%
Return-to-Drawdown Ratio
240 days
+2.50
3 years
+0.79
5 years
-0.05
Skewness
240 days
-0.51
3 years
-0.42
5 years
-0.30
Volatility
Realised Volatility
240 days
+27.77%
5 years
+27.23%
Standardised True Range
240 days
+1.77%
5 years
+1.66%
Downside Risk-Adjusted Return
120 days
+91.93%
240 days
+91.93%
Maximum Daily Upside Volatility
60 days
+27.83%
Maximum Daily Downside Volatility
60 days
+30.15%
Liquidity
Average Turnover Rate
60 days
+0.24%
120 days
+0.27%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
