Chemung Financial Corp

10-Year Study

CHMG.US · Financial Services · US · Common Stock

Executive Summary: Chemung Financial Corp has compounded at 11.4% annually over the last 10 years, with a maximum drawdown of 50.8% and an annualized volatility of 28.2%.

1Y CAGR
+46.7%
3Y CAGR
+21.8%
5Y CAGR
+12.3%
10Y CAGR
+11.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +40.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -17.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.9-8.6-3.123.43.43.4——————27.3%
20253.62.2-7.3-6.85.74.14.46.6-2.0-3.53.96.517.3%
2024-6.6-8.40.5-0.72.911.41.6-4.33.5-0.59.5-6.20.7%
202313.5-3.4-16.9-3.3-11.89.411.1-7.91.64.211.98.511.7%
2022-1.2-0.22.61.7-8.38.7-3.7-0.4-6.41.611.6-2.71.6%
2021-1.45.219.51.69.6-4.22.72.1-1.92.12.6-1.440.6%
2020-6.7-9.5-7.1-25.73.38.8-1.16.31.518.0-1.61.9-17.1%
20191.511.11.31.0-5.48.5-9.7-7.95.11.47.5-6.65.3%
2018-7.1-4.49.41.611.2-4.1-10.3-6.61.72.5-0.6-3.8-12.1%
2017-5.96.09.7-3.8-1.19.5-0.9-0.317.40.33.2-0.835.7%
2016—————-6.87.8-7.1-0.4-1.710.316.517.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 28.2%. The dominant macroeconomic risk driver is IJR.US, accounting for 36.3% of variance. Idiosyncratic stock-specific factors contribute 26.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019321.18112834048
2016-07-0110048.457604750907
2016-08-019330.707687231936
2016-09-019290.580666446716
2016-10-019133.536786539094
2016-11-0110075.717584955459
2016-12-0111734.617288023754
2017-01-0111037.322665786869
2017-02-0111702.325965028043
2017-03-0112840.605410755526
2017-04-0112349.760805014845
2017-05-0112216.47146156384
2017-06-0113375.329924117452
2017-07-0113250.989772352359
2017-08-0113214.986803035303
2017-09-0115510.887495875946
2017-10-0115556.994391290002
2017-11-0116054.231276806335
2017-12-0115919.374793797428
2018-01-0114784.188386671065
2018-02-0114138.774331903664
2018-03-0115466.883866710657
2018-04-0115709.87297921478
2018-05-0117473.894754206533
2018-06-0116765.630155064337
2018-07-0115042.560211151434
2018-08-0114052.210491586933
2018-09-0114286.621577037282
2018-10-0114636.794787198945
2018-11-0114545.900692840645
2018-12-0113996.989442428241
2019-01-0114203.645661497856
2019-02-0115782.621247113164
2019-03-0115989.607390300229
2019-04-0116142.898383371825
2019-05-0115263.856812933025
2019-06-0116563.427911580337
2019-07-0114952.985813262949
2019-08-0113770.867700428898
2019-09-0114476.575387660838
2019-10-0114673.045199604092
2019-11-0115776.022764764104
2019-12-0114734.823490597162
2020-01-0113753.629165291983
2020-02-0112446.593533487296
2020-03-0111563.427911580337
2020-04-018590.151765094028
2020-05-018877.680633454305
2020-06-019661.415374463873
2020-07-019558.767733421313
2020-08-0110160.425602111514
2020-09-0110308.808973935995
2020-10-0112169.209831738699
2020-11-0111979.95710986473
2020-12-0112213.295941933355
2021-01-0112037.033982184097
2021-02-0112666.570438799074
2021-03-0115137.66083800726
2021-04-0115383.784229627185
2021-05-0116867.86539096008
2021-06-0116155.023094688222
2021-07-0116592.54371494556
2021-08-0116946.181128340482
2021-09-0116627.928076542394
2021-10-0116976.61662817552
2021-11-0117417.106565489936
2021-12-0117166.859122401846
2022-01-0116967.29627185747
2022-02-0116937.726822830748
2022-03-0117372.03068294292
2022-04-0117665.95183107885
2022-05-0116203.728142527216
2022-06-0117614.85483338832
2022-07-0116966.47146156384
2022-08-0116891.49620587265
2022-09-0115805.138568129329
2022-10-0116065.613658858461
2022-11-0117930.386011217422
2022-12-0117437.47937974266
2023-01-0119783.03365225998
2023-02-0119113.947542065325
2023-03-0115884.732761464862
2023-04-0115368.030353018807
2023-05-0113549.859782250081
2023-06-0114818.294292312767
2023-07-0116457.934675024746
2023-08-0115157.78620917189
2023-09-0115398.754536456616
2023-10-0116048.00395908941
2023-11-0117960.69778950841
2023-12-0119480.98812273177
2024-01-0118197.91322995711
2024-02-0116664.467172550314
2024-03-0116740.968327284725
2024-04-0116616.834378093037
2024-05-0117103.513691850872
2024-06-0119054.190036291653
2024-07-0119355.864401187726
2024-08-0118530.18805674695
2024-09-0119187.891784889474
2024-10-0119091.966347740017
2024-11-0120910.05443747938
2024-12-0119622.566809633787
2025-01-0120322.088419663476
2025-02-0120764.310458594522
2025-03-0119250.32992411745
2025-04-0117943.211811283403
2025-05-0118967.048828769384
2025-06-0119748.22665786869
2025-07-0120616.05080831409
2025-08-0121968.739689871327
2025-09-0121537.982514021773
2025-10-0120779.322005938633
2025-11-0121599.472121412076
2025-12-0123012.20719234576
2026-01-0125061.86077202243
2026-02-0122896.733751237214
2026-03-0122195.64500164962
2026-04-0127387.825800065984
2026-05-0128323.98548333883
2026-06-0129293.13757835698
Annual Return Matrix
YearAnnual Return
20170.3566164454331713
2018-0.12075759106558592
20190.05271376757150126
2020-0.17112709563659778
20210.40558774666720687
20220.01576411010373291
20230.11719060412843163
20240.007267531092881807
20250.17274194633129314
20260.2729390681003585
Total Factor Risk
0.28158831157523107
VTI.US Exposure
0.002944348435688971
VEA.US Exposure
-0.0708699022452291
VWO.US Exposure
0.022620927765720625
QQQ.US Exposure
-0.020078613535254152
VTV.US Exposure
0.04608522355233174
IJR.US Exposure
0.363433828853129
QUAL.US Exposure
-0.015804323766132146
SHV.US Exposure
0.0022695665653543256
TLT.US Exposure
0.009711920811988397
LQD.US Exposure
0.17372262601000363
HYG.US Exposure
0.0668354563022205
GLD.US Exposure
-0.004328331511909939
USO.US Exposure
0.015424673773011224
VNQ.US Exposure
0.06370899984138688
BTC-USD.CC Exposure
-0.0049134157898974035
CPER.US Exposure
0.019034236705107063
VIX.INDX Exposure
0.02815202004058357
UUP.US Exposure
0.01666564786017984
TIP.US Exposure
0.02123250317788223
Idiosyncratic Exposure
0.2641526071538347
Value Score
40
Growth Score
59.5
Profit Score
62.5
Health Score
45.1
Yield Score
23.2
Moat Score
62.3

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →18.1x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Potentially Undervalued9.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.93%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Extreme
Market Cap$331.0M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
4.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
2.26
Grey Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$140
Avg Yield on Cost
1.40%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$140.221.40%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+25.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.61
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
73
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+16.1%
50.0% retracement+22.1%
61.8% retracement+28.9%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Chemung Financial Corp a high-risk investment?

Chemung Financial Corp (CHMG.US) has an annualized volatility of 28.2% and experienced a maximum drawdown of 50.8% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of CHMG.US?

Over the past 10 years, CHMG.US has generated a Compound Annual Growth Rate (CAGR) of 11.4%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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