AMERISAFE Maximum Drawdown
| AMSF Stock | | | USD 32.84 -0.26 -0.79% |
Historical market data for AMERISAFE forms the basis of the Maximum Drawdown indicator shown here. Market data gaps can influence the computed indicator values. AMERISAFE has a market cap of 626.4 M, operating margin of 15.56%, current ratio of 2.7.
Trending Equities adds portfolio-level perspective. AMERISAFE can be added to a watchlist or portfolio for position tracking. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence AMERISAFE's company valuation — related indicators include
signals in main economic indicators.
Exploring AMERISAFE Stock for the first time? Start with our
How to Buy AMERISAFE Stock step-by-step guide.
AMERISAFE has current Maximum Drawdown of 11.29. Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 11.29 | |
| MAX | = | Maximum notation for the range of returns on AMERISAFE |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
AMERISAFE is rated
below average in maximum drawdown across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
1.00 Maximum Drawdown per unit of Maximum Drawdown.
The MDD is one of the most important risk measures. It measures the loss in any losing period and is usually defined as the percent retrenchment from an asset peak value to the valley value. Maximum drawdown encompasses both the period from the peak to the valley (length), and the time from the valley to a new high (recovery). It measures the largest percentage drawdown that has occurred in a given time period.
Compare AMERISAFE to Peers
Other Technical Indicators