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Mogo Inc
MOGOAdd to Watchlist
1.070USD
0.0000.00%
Close 06/22, 16:00（ET）Quotes delayed by 15 min
22.63MMarket Cap
4.86P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
3.36
VaR
+7.72%
240-Day Maximum Drawdown
+59.92%
240-Day Volatility
+156.08%
Return
Best Daily Return
60 days
+5.17%
120 days
+6.42%
5 years
+112.40%
Worst Daily Return
60 days
-7.39%
120 days
-7.39%
5 years
-23.53%
Sharpe Ratio
60 days
-5.05
120 days
-2.35
5 years
-0.29
Risk Assessment
Maximum Drawdown
240 days
+59.92%
3 years
+72.19%
5 years
+97.65%
Return-to-Drawdown Ratio
240 days
-0.21
3 years
-0.25
5 years
-0.20
Skewness
240 days
+8.23
3 years
+8.38
5 years
+5.91
Volatility
Realised Volatility
240 days
+156.08%
5 years
+105.95%
Standardised True Range
240 days
+10.14%
5 years
+37.24%
Downside Risk-Adjusted Return
120 days
-418.61%
240 days
-418.61%
Maximum Daily Upside Volatility
60 days
+32.19%
Maximum Daily Downside Volatility
60 days
+37.93%
Liquidity
Average Turnover Rate
60 days
+23.20%
120 days
+17.91%
5 years
--
Turnover Deviation
20 days
-76.45%
60 days
+392.73%
120 days
+280.44%
