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BRF SA
BRFSAdd to Watchlist
3.380USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
5.41BMarket Cap
8.64P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.40
VaR
+5.47%
240-Day Maximum Drawdown
+35.64%
240-Day Volatility
+43.53%
Return
Best Daily Return
60 days
+7.89%
120 days
+11.25%
5 years
+15.83%
Worst Daily Return
60 days
-11.52%
120 days
-11.52%
5 years
-14.03%
Sharpe Ratio
60 days
-0.16
120 days
+0.22
5 years
+0.16
Risk Assessment
Maximum Drawdown
240 days
+35.64%
3 years
+56.92%
5 years
+81.65%
Return-to-Drawdown Ratio
240 days
-0.60
3 years
+0.20
5 years
-0.06
Skewness
240 days
+0.01
3 years
+0.21
5 years
+0.20
Volatility
Realised Volatility
240 days
+43.53%
5 years
+52.92%
Standardised True Range
240 days
+4.19%
5 years
+4.09%
Downside Risk-Adjusted Return
120 days
+32.42%
240 days
+32.42%
Maximum Daily Upside Volatility
60 days
+43.86%
Maximum Daily Downside Volatility
60 days
+39.77%
Liquidity
Average Turnover Rate
60 days
+0.22%
120 days
+0.21%
5 years
--
Turnover Deviation
20 days
-34.84%
60 days
+15.82%
120 days
+9.39%
