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HarborOne Bancorp Inc
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12.100USD
0.0000.00%
Close 07/02, 13:00（ET）Quotes delayed by 15 min
522.22MMarket Cap
19.77P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.67
VaR
+2.96%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--
Return
Best Daily Return
60 days
+4.96%
120 days
+4.96%
5 years
+12.91%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.90
120 days
-1.35
5 years
-0.21
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
-13.27
3 years
-16.75
5 years
-18.73
Volatility
Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-99.69%
240 days
-99.69%
Maximum Daily Upside Volatility
60 days
+226.27%
Maximum Daily Downside Volatility
60 days
+220.83%
Liquidity
Average Turnover Rate
60 days
+0.58%
120 days
+0.70%
5 years
--
Turnover Deviation
20 days
+0.68%
60 days
+32.20%
120 days
+60.30%