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First American Financial Corp
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68.510USD
-0.730-1.05%
Market hours 09/23, 11:01（ET）
6.99BMarket Cap
10.51P/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-22Beta vs S&P 500 index
1.27
VaR
+2.78%
240-Day Maximum Drawdown
+19.12%
240-Day Volatility
+29.66%
Return
Best Daily Return
60 days
+8.95%
120 days
+8.95%
5 years
+9.14%
Worst Daily Return
60 days
-4.91%
120 days
-4.91%
5 years
-8.96%
Sharpe Ratio
60 days
+0.88
120 days
+1.18
5 years
+0.14
Risk Assessment
Maximum Drawdown
240 days
+19.12%
3 years
+23.39%
5 years
+45.11%
Return-to-Drawdown Ratio
240 days
+0.64
3 years
+0.35
5 years
-0.05
Skewness
240 days
-0.04
3 years
-0.28
5 years
-0.11
Volatility
Realised Volatility
240 days
+29.66%
5 years
+28.26%
Standardised True Range
240 days
+2.58%
5 years
+2.19%
Downside Risk-Adjusted Return
120 days
+216.51%
240 days
+216.51%
Maximum Daily Upside Volatility
60 days
+25.81%
Maximum Daily Downside Volatility
60 days
+21.57%
Liquidity
Average Turnover Rate
60 days
+0.80%
120 days
+0.87%
5 years
--
Turnover Deviation
20 days
-3.43%
60 days
-2.14%
120 days
+5.43%