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BHP Group Ltd
BHPAdd to Watchlist
82.245USD
-3.535-4.12%
Close 06/23, 16:00（ET）Quotes delayed by 15 min
208.71BMarket Cap
23.13P/E TTM
Market Movers:BHP Group Ltd Stock (BHP) Moved Down by 3.91% on Jun 23: Drivers Behind the Movement
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.86
VaR
+3.09%
240-Day Maximum Drawdown
+21.35%
240-Day Volatility
+32.90%
Return
Best Daily Return
60 days
+6.42%
120 days
+6.42%
5 years
+10.27%
Worst Daily Return
60 days
-6.83%
120 days
-6.83%
5 years
-9.49%
Sharpe Ratio
60 days
+1.84
120 days
+1.69
5 years
+0.59
Risk Assessment
Maximum Drawdown
240 days
+21.35%
3 years
+41.62%
5 years
+43.54%
Return-to-Drawdown Ratio
240 days
+3.08
3 years
+0.31
5 years
+0.24
Skewness
240 days
-0.16
3 years
+0.03
5 years
+0.10
Volatility
Realised Volatility
240 days
+32.90%
5 years
+32.06%
Standardised True Range
240 days
+2.09%
5 years
+1.71%
Downside Risk-Adjusted Return
120 days
+271.27%
240 days
+271.27%
Maximum Daily Upside Volatility
60 days
+33.77%
Maximum Daily Downside Volatility
60 days
+33.08%
Liquidity
Average Turnover Rate
60 days
+0.12%
120 days
+0.14%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
