Search
Teva Pharmaceutical Industries Ltd
TEVAAdd to Watchlist
39.370USD
-0.690-1.72%
Market hours 09/22, 12:04（ET）
45.87BMarket Cap
31.97P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-21Beta vs S&P 500 index
0.81
VaR
+3.32%
240-Day Maximum Drawdown
+21.79%
240-Day Volatility
+38.59%
Return
Best Daily Return
60 days
+9.60%
120 days
+11.89%
5 years
+28.37%
Worst Daily Return
60 days
-4.07%
120 days
-4.50%
5 years
-13.89%
Sharpe Ratio
60 days
+2.00
120 days
+1.99
5 years
+0.98
Risk Assessment
Maximum Drawdown
240 days
+21.79%
3 years
+43.70%
5 years
+43.70%
Return-to-Drawdown Ratio
240 days
+4.62
3 years
+2.64
5 years
+1.72
Skewness
240 days
+2.81
3 years
+2.22
5 years
+2.14
Volatility
Realised Volatility
240 days
+38.59%
5 years
+41.10%
Standardised True Range
240 days
+2.48%
5 years
+1.33%
Downside Risk-Adjusted Return
120 days
+454.83%
240 days
+454.83%
Maximum Daily Upside Volatility
60 days
+32.50%
Maximum Daily Downside Volatility
60 days
+24.35%
Liquidity
Average Turnover Rate
60 days
+0.46%
120 days
+0.50%
5 years
--
Turnover Deviation
20 days
-49.85%
60 days
-44.88%
120 days
-40.28%