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BankFinancial Corp

BFIN
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12.000USD
0.0000.00%
Close 06/22, 16:00ETQuotes delayed by 15 min
149.53MMarket Cap
64.52P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.34
VaR
+2.17%
240-Day Maximum Drawdown
+20.62%
240-Day Volatility
+29.42%

Return

Best Daily Return
60 days
+3.75%
120 days
+5.97%
5 years
+7.47%
Worst Daily Return
60 days
-7.49%
120 days
-7.49%
5 years
-8.64%
Sharpe Ratio
60 days
-0.31
120 days
+0.20
5 years
+0.39

Risk Assessment

Maximum Drawdown
240 days
+20.62%
3 years
+30.41%
5 years
+38.83%
Return-to-Drawdown Ratio
240 days
-0.08
3 years
+0.19
5 years
+0.08
Skewness
240 days
-0.25
3 years
+0.08
5 years
+0.22

Volatility

Realised Volatility
240 days
+29.42%
5 years
+29.84%
Standardised True Range
240 days
+2.53%
5 years
+2.12%
Downside Risk-Adjusted Return
120 days
+29.64%
240 days
+29.64%
Maximum Daily Upside Volatility
60 days
+18.63%
Maximum Daily Downside Volatility
60 days
+21.47%

Liquidity

Average Turnover Rate
60 days
+0.67%
120 days
+0.41%
5 years
--
Turnover Deviation
20 days
+423.24%
60 days
+281.06%
120 days
+134.30%
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