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Golden Ocean Group Ltd

GOGL
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7.980USD
0.0000.00%
Close 06/22, 16:00ETQuotes delayed by 15 min
1.59BMarket Cap
14.00P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.14
VaR
+4.55%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+5.38%
120 days
+11.88%
5 years
+16.26%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.76
120 days
-1.46
5 years
+0.31

Risk Assessment

Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-11.43
3 years
-14.60
5 years
-11.04

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-108.91%
240 days
-108.91%
Maximum Daily Upside Volatility
60 days
+209.48%
Maximum Daily Downside Volatility
60 days
+204.30%

Liquidity

Average Turnover Rate
60 days
+1.35%
120 days
+1.79%
5 years
--
Turnover Deviation
20 days
+39.52%
60 days
+28.49%
120 days
+70.28%
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