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WNS (Holdings) Ltd

WNS
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76.480USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
3.28BMarket Cap
20.13P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.89
VaR
+3.09%
240-Day Maximum Drawdown
+21.37%
240-Day Volatility
+41.94%

Return

Best Daily Return
60 days
+0.69%
120 days
+14.26%
5 years
+22.63%
Worst Daily Return
60 days
-0.31%
120 days
-5.74%
5 years
-18.65%
Sharpe Ratio
60 days
+4.35
120 days
+1.89
5 years
+0.22

Risk Assessment

Maximum Drawdown
240 days
+21.37%
3 years
+56.89%
5 years
+56.89%
Return-to-Drawdown Ratio
240 days
+2.65
3 years
-0.06
5 years
+0.03
Skewness
240 days
+3.29
3 years
+0.28
5 years
+0.23

Volatility

Realised Volatility
240 days
+41.94%
5 years
+36.09%
Standardised True Range
240 days
+2.20%
5 years
+2.60%
Downside Risk-Adjusted Return
120 days
+285.40%
240 days
+285.40%
Maximum Daily Upside Volatility
60 days
+2.38%
Maximum Daily Downside Volatility
60 days
+1.88%

Liquidity

Average Turnover Rate
60 days
+4.23%
120 days
+2.96%
5 years
--
Turnover Deviation
20 days
-5.64%
60 days
+183.12%
120 days
+98.29%
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