Ballston Spa Bancorp, Inc. (OTC: BSPA), an SEC filer in State Commercial Banks, closed at $82.92, +0.0%, on 2026-08-27, with a market cap of $91M. 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 | 17.24% | Sharpe | 1.17 |
| Sortino | 1.77 |
| Beta | 0.12 | Correlation | 0.09 |
| Up capture | 45.47% | Down capture | −66.03% |
Relative Value shows −0.13 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −14.31% | Ulcer Index | 4.09 |
| MTD | 5.97% | QTD | 10.56% |
| YTD | 23.93% | Window (ann., 3.0y) | 20.28% |
| Skewness | −1.00 | Excess Kurtosis | 62.04 |
| Omega (θ=0) | 1.86 | Tail Ratio | — |
| Gain/Pain | 0.86 | Hit Rate | 9.47% |
| Win/Loss | 0.81 | Upside Potential | 0.24 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | 0.00% | -2.78% | -1.71% | -2.45% |
| CVaR (ES) | -0.10% | -5.43% | -2.16% | -2.81% |
| VaR (Cornish-Fisher) | — | — | -0.63% | -18.59% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -14.31% | 2025-11-06 | 2025-11-07 | 2026-03-03 | 1 | 77 |
| -6.58% | 2026-03-19 | 2026-03-20 | 2026-05-12 | 1 | 36 |
| -5.77% | 2025-04-04 | 2025-05-27 | 2025-09-08 | 35 | 71 |
| -5.24% | 2026-05-18 | 2026-06-03 | 2026-08-06 | 11 | 42 |
| -4.20% | 2023-09-29 | 2024-01-09 | 2024-03-01 | 69 | 36 |
| -3.53% | 2026-08-12 | 2026-08-13 | ongoing | 1 | — |
| -2.97% | 2024-12-19 | 2025-01-27 | 2025-02-18 | 23 | 15 |
| -2.34% | 2025-02-18 | 2025-02-19 | 2025-03-14 | 1 | 17 |
| -1.48% | 2024-08-02 | 2024-08-05 | 2024-08-19 | 1 | 10 |
| -0.93% | 2024-08-28 | 2024-08-29 | 2024-09-10 | 1 | 7 |
Worst depth first · lengths in trading days.
