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Watts Water Technologies Inc
WTSAdd to Watchlist
350.660USD
+0.170+0.05%
Close 09-18 16:00（ET）
11.70BMarket Cap
32.05P/E TTM
After-hours 19:00 (ET)350.660USD+0.160+0.05%
After-hours 19:00 (ET)Risk Assessment
Currency: USD Updated: 2026-09-18Beta vs S&P 500 index
1.19
VaR
+2.59%
240-Day Maximum Drawdown
+15.58%
240-Day Volatility
+30.91%
Return
Best Daily Return
60 days
+9.06%
120 days
+9.06%
5 years
+11.07%
Worst Daily Return
60 days
-4.22%
120 days
-4.22%
5 years
-13.01%
Sharpe Ratio
60 days
+0.48
120 days
+1.46
5 years
+0.61
Risk Assessment
Maximum Drawdown
240 days
+15.58%
3 years
+19.70%
5 years
+41.36%
Return-to-Drawdown Ratio
240 days
+1.60
3 years
+1.72
5 years
+0.40
Skewness
240 days
+0.76
3 years
+0.75
5 years
+0.13
Volatility
Realised Volatility
240 days
+30.91%
5 years
+29.45%
Standardised True Range
240 days
+2.37%
5 years
+1.50%
Downside Risk-Adjusted Return
120 days
+282.06%
240 days
+282.06%
Maximum Daily Upside Volatility
60 days
+28.37%
Maximum Daily Downside Volatility
60 days
+22.88%
Liquidity
Average Turnover Rate
60 days
+0.87%
120 days
+0.90%
5 years
--
Turnover Deviation
20 days
-13.90%
60 days
+36.11%
120 days
+40.72%