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RELX PLC
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33.410USD
-0.970-2.82%
Close 09-18 16:00（ET）
60.78BMarket Cap
24.86P/E TTM
After-hours 19:00 (ET)33.410USD+0.035+0.10%
After-hours 19:00 (ET)Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.75
VaR
+2.38%
240-Day Maximum Drawdown
+40.75%
240-Day Volatility
+37.33%
Return
Best Daily Return
60 days
+5.92%
120 days
+5.92%
5 years
+7.81%
Worst Daily Return
60 days
-4.24%
120 days
-4.45%
5 years
-14.13%
Sharpe Ratio
60 days
+0.95
120 days
+0.42
5 years
+0.25
Risk Assessment
Maximum Drawdown
240 days
+40.75%
3 years
+50.18%
5 years
+50.18%
Return-to-Drawdown Ratio
240 days
-0.69
3 years
-0.04
5 years
+0.02
Skewness
240 days
-0.55
3 years
-0.69
5 years
-0.55
Volatility
Realised Volatility
240 days
+37.33%
5 years
+25.08%
Standardised True Range
240 days
+2.73%
5 years
+1.90%
Downside Risk-Adjusted Return
120 days
+77.14%
240 days
+77.14%
Maximum Daily Upside Volatility
60 days
+34.27%
Maximum Daily Downside Volatility
60 days
+30.82%
Liquidity
Average Turnover Rate
60 days
+0.24%
120 days
+0.24%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
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