Jiayin Group Inc. (Nasdaq: JFIN), an SEC filer in Finance Services, closed at $2.10, -3.2%, on 2026-08-28, with a return on equity of 41.3%, a net margin of 24.7% and 3-year sales growth of 23.3%. Institutional ownership, earnings history and filed financials are on the tabs below.
From 748 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 69.01% | Sharpe | −0.03 |
| Sortino | −0.04 |
| Beta | 1.07 | Correlation | 0.22 |
| Up capture | 26.49% | Down capture | 155.09% |
Relative Value shows 0.90 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −88.35% | Ulcer Index | 40.93 |
| MTD | −2.78% | QTD | −26.57% |
| YTD | −63.79% | Window (ann., 3.0y) | −22.73% |
| Skewness | 0.10 | Excess Kurtosis | 8.72 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.11 |
| Gain/Pain | −0.01 | Hit Rate | 46.39% |
| Win/Loss | 1.10 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -5.79% | -11.58% | -7.16% | -10.12% |
| CVaR (ES) | -9.29% | -17.43% | -8.97% | -11.59% |
| VaR (Cornish-Fisher) | — | — | -6.27% | -18.65% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -88.35% | 2025-06-12 | 2026-08-28 | ongoing | 299 | — |
| -36.90% | 2024-03-21 | 2024-08-05 | 2024-10-01 | 93 | 40 |
| -32.47% | 2025-02-19 | 2025-03-03 | 2025-03-14 | 8 | 9 |
| -32.41% | 2025-03-27 | 2025-04-21 | 2025-05-30 | 16 | 28 |
| -28.82% | 2024-10-03 | 2024-11-21 | 2025-01-22 | 35 | 39 |
| -22.76% | 2024-01-16 | 2024-02-07 | 2024-03-13 | 16 | 24 |
| -20.49% | 2023-08-30 | 2023-09-11 | 2023-11-21 | 7 | 51 |
| -16.81% | 2023-11-22 | 2023-12-13 | 2024-01-11 | 14 | 19 |
| -15.31% | 2025-03-19 | 2025-03-21 | 2025-03-27 | 2 | 4 |
| -13.94% | 2025-02-06 | 2025-02-07 | 2025-02-12 | 1 | 3 |
Worst depth first · lengths in trading days.
