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HomeStreet Inc
HMSTAdd to Watchlist
13.870USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
262.43MMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.40
VaR
+4.25%
240-Day Maximum Drawdown
+45.37%
240-Day Volatility
+66.23%
Return
Best Daily Return
60 days
+3.80%
120 days
+26.24%
5 years
+38.07%
Worst Daily Return
60 days
-4.37%
120 days
-9.24%
5 years
-35.23%
Sharpe Ratio
60 days
+1.09
120 days
+1.99
5 years
-0.00
Risk Assessment
Maximum Drawdown
240 days
+45.37%
3 years
+85.45%
5 years
+92.12%
Return-to-Drawdown Ratio
240 days
-0.22
3 years
-0.21
5 years
-0.13
Skewness
240 days
-1.84
3 years
+0.23
5 years
+0.27
Volatility
Realised Volatility
240 days
+66.23%
5 years
+58.82%
Standardised True Range
240 days
+3.75%
5 years
+6.72%
Downside Risk-Adjusted Return
120 days
+387.69%
240 days
+387.69%
Maximum Daily Upside Volatility
60 days
+22.74%
Maximum Daily Downside Volatility
60 days
+18.99%
Liquidity
Average Turnover Rate
60 days
+0.51%
120 days
+0.68%
5 years
--
Turnover Deviation
20 days
-20.64%
60 days
-49.84%
120 days
-32.09%
