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Omnicom Group Inc
OMCAdd to Watchlist
78.600USD
-0.730-0.92%
Close 09-17 16:00（ET）
21.57BMarket Cap
LossP/E TTM
After-hours 19:00 (ET)78.600USD-0.030-0.04%
After-hours 19:00 (ET)Risk Assessment
Currency: USD Updated: 2026-09-17Beta vs S&P 500 index
0.67
VaR
+2.73%
240-Day Maximum Drawdown
+18.66%
240-Day Volatility
+34.22%
Return
Best Daily Return
60 days
+4.62%
120 days
+4.62%
5 years
+15.36%
Worst Daily Return
60 days
-5.03%
120 days
-6.50%
5 years
-11.15%
Sharpe Ratio
60 days
+1.10
120 days
+0.40
5 years
+0.32
Risk Assessment
Maximum Drawdown
240 days
+18.66%
3 years
+36.23%
5 years
+36.23%
Return-to-Drawdown Ratio
240 days
+0.12
3 years
+0.05
5 years
+0.08
Skewness
240 days
+0.76
3 years
+0.18
5 years
+0.24
Volatility
Realised Volatility
240 days
+34.22%
5 years
+29.14%
Standardised True Range
240 days
+3.02%
5 years
+2.54%
Downside Risk-Adjusted Return
120 days
+61.20%
240 days
+61.20%
Maximum Daily Upside Volatility
60 days
+29.73%
Maximum Daily Downside Volatility
60 days
+29.78%
Liquidity
Average Turnover Rate
60 days
+1.80%
120 days
+1.96%
5 years
--
Turnover Deviation
20 days
-37.96%
60 days
-7.92%
120 days
+0.32%