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Big 5 Sporting Goods Corp
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1.440USD
0.0000.00%
Close 07/01, 16:00（ET）Quotes delayed by 15 min
33.00MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.59
VaR
+6.21%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+4.44%
120 days
+51.49%
5 years
+51.49%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.97
120 days
-0.40
5 years
-0.30
Risk Assessment
Maximum Drawdown
240 days
+100.00%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-1.00
3 years
-0.33
5 years
-0.20
Skewness
240 days
-5.73
3 years
-6.39
5 years
-4.33
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-30.63%
240 days
-30.63%
Maximum Daily Upside Volatility
60 days
+206.52%
Maximum Daily Downside Volatility
60 days
+204.55%
Liquidity
Average Turnover Rate
60 days
+0.91%
120 days
+1.07%
5 years
--
Turnover Deviation
20 days
-56.71%
60 days
-32.82%
120 days
-21.10%