Search
Warner Music Group Corp
WMGAdd to Watchlist
27.390USD
-0.300-1.08%
Close 09-22 16:00（ET）
14.29BMarket Cap
32.07P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-22Beta vs S&P 500 index
1.28
VaR
+3.61%
240-Day Maximum Drawdown
+29.72%
240-Day Volatility
+37.41%
Return
Best Daily Return
60 days
+4.23%
120 days
+7.47%
5 years
+15.23%
Worst Daily Return
60 days
-5.81%
120 days
-5.81%
5 years
-9.58%
Sharpe Ratio
60 days
+0.64
120 days
+0.90
5 years
-0.06
Risk Assessment
Maximum Drawdown
240 days
+29.72%
3 years
+36.48%
5 years
+49.72%
Return-to-Drawdown Ratio
240 days
-0.60
3 years
-0.14
5 years
-0.14
Skewness
240 days
-0.06
3 years
-0.34
5 years
+0.11
Volatility
Realised Volatility
240 days
+37.41%
5 years
+38.01%
Standardised True Range
240 days
+3.48%
5 years
+3.54%
Downside Risk-Adjusted Return
120 days
+151.01%
240 days
+151.01%
Maximum Daily Upside Volatility
60 days
+28.37%
Maximum Daily Downside Volatility
60 days
+29.92%
Liquidity
Average Turnover Rate
60 days
+0.41%
120 days
+0.43%
5 years
--
Turnover Deviation
20 days
-10.81%
60 days
+3.81%
120 days
+11.08%