Search
ESSA Bancorp Inc
ESSAAdd to Watchlist
20.610USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
209.29MMarket Cap
14.16P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.48
VaR
+3.10%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+3.76%
120 days
+4.97%
5 years
+11.05%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.77
120 days
-1.43
5 years
-0.07
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
-13.56
3 years
-17.92
5 years
-19.82
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-107.22%
240 days
-107.22%
Maximum Daily Upside Volatility
60 days
+208.71%
Maximum Daily Downside Volatility
60 days
+204.10%
Liquidity
Average Turnover Rate
60 days
+0.48%
120 days
+0.32%
5 years
--
Turnover Deviation
20 days
+384.28%
60 days
+137.40%
120 days
+60.64%
