This paper aims to deal with the inherent volatility that characterizes the dry bulk market. The thesis is looking at this problem in a twofold way: firstly, by extracting valuable information from major events occurring around the globe and secondly by scrutinising the economic and shipping indicators and extrapolating data that could reveal possible warning signs. The most important tools to in this endeavour will be the science of inferential statistics in conjunction with the common sense, as their ability for mathematic visualization is consider the most appropriate means to expose in the simplest way wring paths adopted by investors.