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Brookline Bancorp Inc

BRKL
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10.950USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
985.05MMarket Cap
13.47P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.92
VaR
+2.86%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+5.08%
120 days
+5.40%
5 years
+11.15%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.87
120 days
-1.34
5 years
-0.25

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
-13.69
3 years
-17.36
5 years
-19.44

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-99.45%
240 days
-99.45%
Maximum Daily Upside Volatility
60 days
+208.30%
Maximum Daily Downside Volatility
60 days
+203.49%

Liquidity

Average Turnover Rate
60 days
+0.76%
120 days
+0.67%
5 years
--
Turnover Deviation
20 days
+57.58%
60 days
+23.83%
120 days
+9.48%