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Occidental Petroleum Corp

OXY_t
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30.370USD
+0.220+0.73%
Market hours ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.39
VaR
+5.63%
240-Day Maximum Drawdown
+34.20%
240-Day Volatility
+65.93%

Return

Best Daily Return
60 days
+8.02%
120 days
+16.70%
5 years
+31.84%
Worst Daily Return
60 days
-11.42%
120 days
-11.42%
5 years
-17.81%
Sharpe Ratio
60 days
-1.35
120 days
+1.88
5 years
+0.69

Risk Assessment

Maximum Drawdown
240 days
+34.20%
3 years
+67.36%
5 years
+71.29%
Return-to-Drawdown Ratio
240 days
+0.76
3 years
-0.14
5 years
+0.62
Skewness
240 days
+0.14
3 years
+0.16
5 years
+0.71

Volatility

Realised Volatility
240 days
+65.93%
5 years
+63.50%
Standardised True Range
240 days
+4.88%
5 years
+5.38%
Downside Risk-Adjusted Return
120 days
+320.14%
240 days
+320.14%
Maximum Daily Upside Volatility
60 days
+59.52%
Maximum Daily Downside Volatility
60 days
+62.60%

Liquidity

Average Turnover Rate
60 days
+0.01%
120 days
+0.01%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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