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Walgreens Boots Alliance Inc
WBAAdd to Watchlist
11.980USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
10.37BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.82
VaR
+3.64%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+1.26%
120 days
+7.45%
5 years
+27.55%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.89
120 days
-1.25
5 years
-0.57
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
-10.29
3 years
-13.19
5 years
-14.67
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-82.86%
240 days
-82.86%
Maximum Daily Upside Volatility
60 days
+205.89%
Maximum Daily Downside Volatility
60 days
+204.42%
Liquidity
Average Turnover Rate
60 days
+1.90%
120 days
+1.82%
5 years
--
Turnover Deviation
20 days
+105.67%
60 days
-6.87%
120 days
-10.49%
