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Seabridge Gold Inc

SA
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27.620USD
+1.525+5.84%
Close 07/02, 13:00ETQuotes delayed by 15 min
2.97BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.78
VaR
+4.89%
240-Day Maximum Drawdown
+37.92%
240-Day Volatility
+67.68%

Return

Best Daily Return
60 days
+11.01%
120 days
+12.83%
5 years
+19.26%
Worst Daily Return
60 days
-13.60%
120 days
-15.74%
5 years
-15.74%
Sharpe Ratio
60 days
-0.16
120 days
+0.03
5 years
+0.45

Risk Assessment

Maximum Drawdown
240 days
+37.92%
3 years
+52.51%
5 years
+56.12%
Return-to-Drawdown Ratio
240 days
+2.00
3 years
+0.93
5 years
+0.22
Skewness
240 days
-0.40
3 years
-0.05
5 years
+0.14

Volatility

Realised Volatility
240 days
+67.68%
5 years
+49.49%
Standardised True Range
240 days
+5.86%
5 years
+2.76%
Downside Risk-Adjusted Return
120 days
+3.88%
240 days
+3.88%
Maximum Daily Upside Volatility
60 days
+61.49%
Maximum Daily Downside Volatility
60 days
+63.64%

Liquidity

Average Turnover Rate
60 days
+0.88%
120 days
+1.03%
5 years
--
Turnover Deviation
20 days
+5.36%
60 days
-4.30%
120 days
+11.68%