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Olo Inc

OLO
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10.260USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.73BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.59
VaR
--
240-Day Maximum Drawdown
+28.08%
240-Day Volatility
+48.38%

Return

Best Daily Return
60 days
+13.58%
120 days
+14.84%
5 years
--
Worst Daily Return
60 days
-1.88%
120 days
-5.17%
5 years
--
Sharpe Ratio
60 days
+2.74
120 days
+2.56
5 years
--

Risk Assessment

Maximum Drawdown
240 days
+28.08%
3 years
+52.83%
5 years
--
Return-to-Drawdown Ratio
240 days
+3.94
3 years
+0.12
5 years
--
Skewness
240 days
+1.55
3 years
-0.33
5 years
--

Volatility

Realised Volatility
240 days
+48.38%
5 years
--
Standardised True Range
240 days
+2.47%
5 years
--
Downside Risk-Adjusted Return
120 days
+565.70%
240 days
+565.70%
Maximum Daily Upside Volatility
60 days
+32.76%
Maximum Daily Downside Volatility
60 days
+31.51%

Liquidity

Average Turnover Rate
60 days
+2.46%
120 days
+1.69%
5 years
--
Turnover Deviation
20 days
+139.84%
60 days
+157.65%
120 days
+77.11%
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