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Birks Group Inc

BGI
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0.610USD
-0.005-0.79%
Close 06/18, 16:00ETQuotes delayed by 15 min
11.95MMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.30
VaR
+5.66%
240-Day Maximum Drawdown
+56.05%
240-Day Volatility
+121.17%

Return

Best Daily Return
60 days
+9.46%
120 days
+17.04%
5 years
+55.44%
Worst Daily Return
60 days
-7.94%
120 days
-9.34%
5 years
-51.73%
Sharpe Ratio
60 days
-0.36
120 days
-0.81
5 years
-0.09

Risk Assessment

Maximum Drawdown
240 days
+56.05%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.64
3 years
-0.28
5 years
-0.15
Skewness
240 days
+5.19
3 years
+2.63
5 years
+0.34

Volatility

Realised Volatility
240 days
+121.17%
5 years
--
Standardised True Range
240 days
+11.45%
5 years
+32.35%
Downside Risk-Adjusted Return
120 days
-165.79%
240 days
-165.79%
Maximum Daily Upside Volatility
60 days
+65.20%
Maximum Daily Downside Volatility
60 days
+71.66%

Liquidity

Average Turnover Rate
60 days
+0.12%
120 days
+0.16%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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