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Ermenegildo Zegna NV
ZGNAdd to Watchlist
13.075USD
+0.055+0.42%
Market hours （ET）Quotes delayed by 15 min
3.51BMarket Cap
34.74P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.93
VaR
--
240-Day Maximum Drawdown
+21.88%
240-Day Volatility
+41.63%
Return
Best Daily Return
60 days
+6.87%
120 days
+7.25%
5 years
--
Worst Daily Return
60 days
-4.94%
120 days
-13.25%
5 years
--
Sharpe Ratio
60 days
+1.95
120 days
+1.21
5 years
--
Risk Assessment
Maximum Drawdown
240 days
+21.88%
3 years
+60.84%
5 years
--
Return-to-Drawdown Ratio
240 days
+2.13
3 years
-0.10
5 years
--
Skewness
240 days
-0.16
3 years
-0.00
5 years
--
Volatility
Realised Volatility
240 days
+41.63%
5 years
--
Standardised True Range
240 days
+2.98%
5 years
--
Downside Risk-Adjusted Return
120 days
+183.78%
240 days
+183.78%
Maximum Daily Upside Volatility
60 days
+36.39%
Maximum Daily Downside Volatility
60 days
+34.32%
Liquidity
Average Turnover Rate
60 days
+0.43%
120 days
+0.37%
5 years
--
Turnover Deviation
20 days
+86.99%
60 days
+21.94%
120 days
+6.28%