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Penns Woods Bancorp Inc

PWOD
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30.000USD
0.0000.00%
Close 07/02, 13:00ETQuotes delayed by 15 min
228.43MMarket Cap
10.72P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.53
VaR
+2.68%
240-Day Maximum Drawdown
+100.00%
240-Day Volatility
--

Return

Best Daily Return
60 days
+3.52%
120 days
+4.91%
5 years
+12.86%
Worst Daily Return
60 days
-100.00%
120 days
-100.00%
5 years
-100.00%
Sharpe Ratio
60 days
-1.98
120 days
-1.40
5 years
-0.09

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
-13.75
3 years
-19.65
5 years
-21.12

Volatility

Realised Volatility
240 days
--
5 years
--
Standardised True Range
240 days
--
5 years
--
Downside Risk-Adjusted Return
120 days
-99.50%
240 days
-99.50%
Maximum Daily Upside Volatility
60 days
+208.07%
Maximum Daily Downside Volatility
60 days
+204.14%

Liquidity

Average Turnover Rate
60 days
+0.53%
120 days
+0.40%
5 years
--
Turnover Deviation
20 days
+197.82%
60 days
+54.44%
120 days
+17.35%