as of Nov 08 '19
52 Week Range:
Instrument is in a bull stage
Latest index price 64.46 is above long term (200 days) moving average (MA200 is 50.48). 50 day moving average is 73.15 and above 200 days moving average.
16.79 50 Relative Strength Index (RSI) is 16.79.
Current value is below 50 levels, which means that instrument's recent performance is relatively poor.
Instrument may be considered 'oversold' because RSI is below 30 level.
The stock charts below are:
- Price Chart
- Moving Averages
One Year Statistics
- Benchmark is SPY - S&P 500 Index ETF
- Risk Free Rate: 5% (constant)
- Read more about Risk-Reward Ratios in the Market Ratios section
Beta of 0.1197 suggests that the asset is less volatile than the rest of the market.
Alpha of 0.0027 suggests that the asset's performance is better than the rest of the market.
Sharpe Ratio: 1.1105
Sharpe Ratio of 1.1105 suggests that asset's reward/risk ratio is good.
Last Year Returns & Risk / Reward Ratios
|1 year||6 month||1 month|
|Average Daily Return||0.28%||0.41%||-1.24%|
|Average Daily Volatility||± 3.70%||± 4.95%||± 3.41%|
|Risk / Reward Ratios|
|Sharpe Ratio (Risk-Reward)||1.110532||1.237793||-5.865893|