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WPP PLC
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17.985USD
-0.445-2.41%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
3.88BMarket Cap
7.91P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.89
VaR
+3.49%
240-Day Maximum Drawdown
+58.45%
240-Day Volatility
+49.22%
Return
Best Daily Return
60 days
+6.82%
120 days
+6.82%
5 years
+9.33%
Worst Daily Return
60 days
-6.48%
120 days
-12.81%
5 years
-18.09%
Sharpe Ratio
60 days
+2.30
120 days
-0.55
5 years
-0.51
Risk Assessment
Maximum Drawdown
240 days
+58.45%
3 years
+73.28%
5 years
+81.79%
Return-to-Drawdown Ratio
240 days
-0.84
3 years
-0.30
5 years
-0.18
Skewness
240 days
-1.64
3 years
-1.78
5 years
-1.40
Volatility
Realised Volatility
240 days
+49.22%
5 years
+35.52%
Standardised True Range
240 days
+3.91%
5 years
+5.72%
Downside Risk-Adjusted Return
120 days
-68.39%
240 days
-68.39%
Maximum Daily Upside Volatility
60 days
+34.25%
Maximum Daily Downside Volatility
60 days
+33.76%
Liquidity
Average Turnover Rate
60 days
+0.37%
120 days
+0.37%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
