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WK Kellogg Co
KLGAdd to Watchlist
23.000USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
1.98BMarket Cap
58.34P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
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VaR
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240-Day Maximum Drawdown
+29.68%
240-Day Volatility
+52.98%
Return
Best Daily Return
60 days
+30.63%
120 days
+30.63%
5 years
--
Worst Daily Return
60 days
-2.34%
120 days
-5.50%
5 years
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Sharpe Ratio
60 days
+2.60
120 days
+0.75
5 years
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Risk Assessment
Maximum Drawdown
240 days
+29.68%
3 years
--
5 years
--
Return-to-Drawdown Ratio
240 days
+1.12
3 years
--
5 years
--
Skewness
240 days
+3.81
3 years
--
5 years
--
Volatility
Realised Volatility
240 days
+52.98%
5 years
--
Standardised True Range
240 days
+2.73%
5 years
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Downside Risk-Adjusted Return
120 days
+196.62%
240 days
+196.62%
Maximum Daily Upside Volatility
60 days
+64.69%
Maximum Daily Downside Volatility
60 days
+64.83%
Liquidity
Average Turnover Rate
60 days
+2.15%
120 days
+1.57%
5 years
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Turnover Deviation
20 days
-33.19%
60 days
+47.08%
120 days
+7.27%
