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Stanley Black & Decker Inc
SWKAdd to Watchlist
92.130USD
+3.450+3.89%
Close 09-22 16:00（ET）
13.91BMarket Cap
37.59P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-22Beta vs S&P 500 index
1.20
VaR
+3.44%
240-Day Maximum Drawdown
+26.95%
240-Day Volatility
+39.22%
Return
Best Daily Return
60 days
+4.40%
120 days
+7.31%
5 years
+15.73%
Worst Daily Return
60 days
-3.65%
120 days
-6.94%
5 years
-16.07%
Sharpe Ratio
60 days
+0.13
120 days
+1.86
5 years
-0.13
Risk Assessment
Maximum Drawdown
240 days
+26.95%
3 years
+49.28%
5 years
+71.42%
Return-to-Drawdown Ratio
240 days
+0.72
3 years
-0.00
5 years
-0.15
Skewness
240 days
+0.28
3 years
+0.38
5 years
+0.09
Volatility
Realised Volatility
240 days
+39.22%
5 years
+38.40%
Standardised True Range
240 days
+3.17%
5 years
+3.32%
Downside Risk-Adjusted Return
120 days
+344.51%
240 days
+344.51%
Maximum Daily Upside Volatility
60 days
+22.02%
Maximum Daily Downside Volatility
60 days
+22.50%
Liquidity
Average Turnover Rate
60 days
+1.17%
120 days
+1.20%
5 years
--
Turnover Deviation
20 days
-17.87%
60 days
-11.67%
120 days
-8.66%