Ameriserv Financial Inc /Pa/ (Nasdaq: ASRV), an SEC filer in National Commercial Banks, closed at $4.80, -1.0%, on 2026-08-28, with a market cap of $82M as of 2026-08-27, a trailing P/E of 14.3, a return on equity of 5.0%, a net margin of 38.3% and 3-year sales growth of -36.5%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 40.85% | Sharpe | 0.68 |
| Sortino | 0.99 |
| Beta | 0.91 | Correlation | 0.41 |
| Up capture | 97.52% | Down capture | 54.14% |
Relative Value shows 0.43 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −32.86% | Ulcer Index | 13.95 |
| MTD | 5.73% | QTD | 24.53% |
| YTD | 54.02% | Window (ann., 3.0y) | 21.40% |
| Skewness | −0.12 | Excess Kurtosis | 1.87 |
| Omega (θ=0) | 1.12 | Tail Ratio | 1.06 |
| Gain/Pain | 0.12 | Hit Rate | 48.67% |
| Win/Loss | 1.01 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.16% | -6.02% | -4.12% | -5.88% |
| CVaR (ES) | -5.70% | -8.15% | -5.20% | -6.75% |
| VaR (Cornish-Fisher) | — | — | -4.11% | -7.21% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -32.86% | 2023-12-28 | 2025-04-09 | 2025-07-03 | 320 | 58 |
| -19.03% | 2023-09-06 | 2023-10-24 | 2023-12-26 | 34 | 43 |
| -15.23% | 2025-07-09 | 2025-07-28 | 2026-01-02 | 13 | 110 |
| -9.41% | 2026-02-19 | 2026-03-24 | 2026-04-16 | 23 | 16 |
| -8.97% | 2026-04-16 | 2026-05-08 | 2026-07-22 | 16 | 47 |
| -8.40% | 2026-08-17 | 2026-08-28 | ongoing | 9 | — |
| -8.12% | 2026-02-06 | 2026-02-13 | 2026-02-18 | 5 | 2 |
| -6.01% | 2026-08-10 | 2026-08-11 | 2026-08-17 | 1 | 4 |
| -4.97% | 2026-08-03 | 2026-08-04 | 2026-08-06 | 1 | 2 |
| -3.96% | 2026-01-05 | 2026-01-07 | 2026-01-22 | 2 | 10 |
Worst depth first · lengths in trading days.
