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Enterprise Bancorp Inc
EBTCAdd to Watchlist
39.640USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
495.90MMarket Cap
12.20P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.73
VaR
+3.07%
240-Day Maximum Drawdown
+23.89%
240-Day Volatility
+44.02%
Return
Best Daily Return
60 days
+5.69%
120 days
+5.69%
5 years
+17.42%
Worst Daily Return
60 days
-8.24%
120 days
-8.24%
5 years
-8.24%
Sharpe Ratio
60 days
+0.47
120 days
+0.38
5 years
+0.62
Risk Assessment
Maximum Drawdown
240 days
+23.89%
3 years
+37.72%
5 years
+50.76%
Return-to-Drawdown Ratio
240 days
+2.04
3 years
+0.09
5 years
+0.31
Skewness
240 days
+1.89
3 years
+1.11
5 years
+0.94
Volatility
Realised Volatility
240 days
+44.02%
5 years
+39.19%
Standardised True Range
240 days
+2.85%
5 years
+2.56%
Downside Risk-Adjusted Return
120 days
+52.03%
240 days
+52.03%
Maximum Daily Upside Volatility
60 days
+30.66%
Maximum Daily Downside Volatility
60 days
+34.71%
Liquidity
Average Turnover Rate
60 days
+0.21%
120 days
+0.25%
5 years
--
Turnover Deviation
20 days
+3.44%
60 days
+7.19%
120 days
+28.35%
