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Dogness International Corp

DOGZ
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1.090USD
-0.010-0.91%
Close 07/02, 13:00ETQuotes delayed by 15 min
15.51MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.21
VaR
+9.64%
240-Day Maximum Drawdown
+94.05%
240-Day Volatility
+152.13%

Return

Best Daily Return
60 days
+28.39%
120 days
+29.52%
5 years
+63.68%
Worst Daily Return
60 days
-8.87%
120 days
-76.21%
5 years
-76.21%
Sharpe Ratio
60 days
-0.87
120 days
-1.81
5 years
+0.20

Risk Assessment

Maximum Drawdown
240 days
+94.05%
3 years
+98.33%
5 years
+99.46%
Return-to-Drawdown Ratio
240 days
-0.94
3 years
-0.31
5 years
-0.20
Skewness
240 days
-3.23
3 years
-0.13
5 years
-0.61

Volatility

Realised Volatility
240 days
+152.13%
5 years
+155.34%
Standardised True Range
240 days
+54.29%
5 years
+269.33%
Downside Risk-Adjusted Return
120 days
-160.61%
240 days
-160.61%
Maximum Daily Upside Volatility
60 days
+127.20%
Maximum Daily Downside Volatility
60 days
+51.45%

Liquidity

Average Turnover Rate
60 days
+28.91%
120 days
+72.92%
5 years
--
Turnover Deviation
20 days
+132.33%
60 days
-13.39%
120 days
+118.44%