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Berkshire Hills Bancorp Inc

BHLB
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26.130USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.21BMarket Cap
11.32P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.72
VaR
+3.05%
240-Day Maximum Drawdown
+27.32%
240-Day Volatility
+31.36%

Return

Best Daily Return
60 days
+4.80%
120 days
+5.02%
5 years
+13.29%
Worst Daily Return
60 days
-3.37%
120 days
-7.48%
5 years
-7.48%
Sharpe Ratio
60 days
+0.79
120 days
+0.10
5 years
+0.52

Risk Assessment

Maximum Drawdown
240 days
+27.32%
3 years
+41.46%
5 years
+41.46%
Return-to-Drawdown Ratio
240 days
-0.05
3 years
-0.05
5 years
+0.26
Skewness
240 days
+1.32
3 years
+0.59
5 years
+0.48

Volatility

Realised Volatility
240 days
+31.36%
5 years
+34.39%
Standardised True Range
240 days
+2.67%
5 years
+2.82%
Downside Risk-Adjusted Return
120 days
+14.79%
240 days
+14.79%
Maximum Daily Upside Volatility
60 days
+19.80%
Maximum Daily Downside Volatility
60 days
+15.88%

Liquidity

Average Turnover Rate
60 days
+1.06%
120 days
+1.13%
5 years
--
Turnover Deviation
20 days
+51.48%
60 days
+38.49%
120 days
+47.37%
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