as of Jan 20 '21
52 Week Range:
Index is in a bull stage
Latest index price 31,188.38 is above long term (200 days) moving average (MA200 is 27,320.94). 50 day moving average is 30,114.84 and above 200 days moving average.
384M 380M Volume is above average
Volume is a gauge of how powerful the buyers or sellers are.
68.55 50 Relative Strength Index (RSI) is 68.55.
Current value is above 50 levels, which means that index's recent performance is relatively good.
The stock charts below are:
- Price Chart
- Price Chart includes daily price chart. In interactive mode it shows prices as a Candlestick chart. Read more »
- Moving Averages
- Price Chart includes short term (10 and 30 day), middle term (50 day) and long term (150 and 200 day) moving averages as well as volume and average volume bar charts. Read more »
- Bol. Bands
- Bollinger Bands® is an indicator designed to provide traders with information regarding price volatility. Many traders believe the closer the prices move to the upper band, the more overbought the market, and the closer the prices move to the lower band, the more oversold the market. Read more »
- Weekly Price Chart
- Weekly Price Chart includes weekly price chart and 30 weeks moving average.
- The idea behind this indicator is the prices tend to close near their past highs in bull markets, and near their lows in bear markets. Read more »
- Moving Average Convergence / Divergence (MACD) is a trend following indicator, and is designed to identify trend changes. Read more »
- Relative Strength Index (RSI) intended to chart the current and historical strength or weakness of a stock. Read more »
- Relative Strength (RS) is a measure of price trend that indicates how a stock is performing relative to other stocks in its industry. It is calculated dividing the price performance of a stock by the price performance of an appropriate index for the same time period. Read more »
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 1.0738 suggests that the asset is volatile as the rest of the market (fairly priced).
The beta is a measure of a stock's price volatility in relation to the rest of the market. Beta measurements utilize benchmark indexes, such as the S&P 500 for a US market.
Alpha of -0.0003 suggests that the asset is underperforms the market.
Alpha is a measure of the active return on an investment, the performance of that investment compared with a suitable market index. In general, a greater than 0 ratio means that instrument performs better than the market.
Sharpe Ratio: 0.2292
Sharpe Ratio of 0.2292 suggests that asset's reward/risk ratio is relatively low.
The Sharpe Ratio characterizes how well the return of an asset compensates the investor for the risk taken. In general, a ratio of 1 or greater is considered good; 2 or better is very good; and 3 or better is considered excellent.
Last Year Returns & Risk / Reward Ratios
|1 year||6 month||1 month|
|Average Daily Return||0.05%||0.12%||0.17%|
|Average Daily Volatility||± 2.32%||± 1.01%||± 0.60%|
|Risk / Reward Ratios|
|Sharpe Ratio (Risk-Reward)||0.229207||1.582901||3.925796|