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Redfin Corp

RDFN
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11.190USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.43BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
2.38
VaR
+7.63%
240-Day Maximum Drawdown
+59.72%
240-Day Volatility
+96.49%

Return

Best Daily Return
60 days
+7.80%
120 days
+67.87%
5 years
+67.87%
Worst Daily Return
60 days
-9.51%
120 days
-12.70%
5 years
-24.39%
Sharpe Ratio
60 days
+1.43
120 days
+1.11
5 years
+0.06

Risk Assessment

Maximum Drawdown
240 days
+59.72%
3 years
+74.13%
5 years
+96.61%
Return-to-Drawdown Ratio
240 days
+0.59
3 years
-0.03
5 years
-0.16
Skewness
240 days
+4.89
3 years
+2.75
5 years
+2.14

Volatility

Realised Volatility
240 days
+96.49%
5 years
+82.89%
Standardised True Range
240 days
+6.01%
5 years
+12.85%
Downside Risk-Adjusted Return
120 days
+276.96%
240 days
+276.96%
Maximum Daily Upside Volatility
60 days
+42.87%
Maximum Daily Downside Volatility
60 days
+39.24%

Liquidity

Average Turnover Rate
60 days
+5.57%
120 days
+6.04%
5 years
--
Turnover Deviation
20 days
+26.59%
60 days
+16.21%
120 days
+25.97%
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