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Pagaya Technologies Ltd
PGYWWAdd to Watchlist
0.050USD
+0.005+10.31%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
0.00Market Cap
--P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
5.88
VaR
+15.00%
240-Day Maximum Drawdown
+94.67%
240-Day Volatility
+212.46%
Return
Best Daily Return
60 days
+16.58%
120 days
+33.90%
5 years
+91.80%
Worst Daily Return
60 days
-23.91%
120 days
-33.31%
5 years
-39.45%
Sharpe Ratio
60 days
-0.66
120 days
-1.60
5 years
+0.52
Risk Assessment
Maximum Drawdown
240 days
+94.67%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.68
3 years
-0.29
5 years
-0.18
Skewness
240 days
+1.40
3 years
+0.71
5 years
+1.75
Volatility
Realised Volatility
240 days
+212.46%
5 years
--
Standardised True Range
240 days
+79.29%
5 years
+105.07%
Downside Risk-Adjusted Return
120 days
-220.24%
240 days
-220.24%
Maximum Daily Upside Volatility
60 days
+156.54%
Maximum Daily Downside Volatility
60 days
+129.82%
Liquidity
Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
