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Woodside Energy Group Ltd

WDS
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20.050USD
-0.055-0.27%
Close 06/18, 16:00ETQuotes delayed by 15 min
38.07BMarket Cap
12.87P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.33
VaR
+3.35%
240-Day Maximum Drawdown
+19.23%
240-Day Volatility
+31.96%

Return

Best Daily Return
60 days
+6.17%
120 days
+7.09%
5 years
+8.78%
Worst Daily Return
60 days
-10.45%
120 days
-10.45%
5 years
-14.61%
Sharpe Ratio
60 days
-1.53
120 days
+1.66
5 years
+0.55

Risk Assessment

Maximum Drawdown
240 days
+19.23%
3 years
+54.53%
5 years
--
Return-to-Drawdown Ratio
240 days
+1.51
3 years
-0.12
5 years
--
Skewness
240 days
-0.61
3 years
-0.82
5 years
-0.30

Volatility

Realised Volatility
240 days
+31.96%
5 years
--
Standardised True Range
240 days
+2.23%
5 years
--
Downside Risk-Adjusted Return
120 days
+214.06%
240 days
+214.06%
Maximum Daily Upside Volatility
60 days
+42.08%
Maximum Daily Downside Volatility
60 days
+38.46%

Liquidity

Average Turnover Rate
60 days
+0.05%
120 days
+0.04%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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