GMS Inc (GMS)

80.94 -2.01 (-2.42%) USD  |  NYSE  |  Jan 07, 16:00
80.11 -0.83 (-1.03%) Pre-Market: 04:22
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GMS Monthly Value at Risk (VaR) 5% (5Y Lookback)

Monthly Value at Risk (VaR) 5% (5Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (5Y Lookback) for GMS.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Value At Risk (VaR) Definition

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The VaR calculates the potential loss of an investment with a given time frame and confidence level.

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Monthly Value at Risk (VaR) 5% (5Y Lookback) Range, Past 5 Years

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Monthly Value at Risk (VaR) 5% (5Y Lookback) Benchmarks

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Monthly Value at Risk (VaR) 5% (5Y Lookback) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade