8.25
0.08 1.0%
as of Jun 02 '23
52 Week Range:
7.10 17.52
Instrument is in a bear stage
Latest index price 8.25 is below long term (200 days) moving average (MA200 is 11.10). 50 day moving average is 8.11 and below 200 days moving average.
12M 14M Volume is about or below average
Volume is a gauge of how powerful the buyers or sellers are.
61.66 50 Relative Strength Index (RSI) is 61.66.
Current value is above 50 levels, which means that instrument's recent performance is relatively good.
The stock charts below are:
- Price Chart
- Stock Price Chart includes daily price chart. In interactive mode it shows prices as a Candlestick chart. Read more
- Moving Averages
- Stock Price Chart includes 30, 50, 150 and 200 day moving averages as well as volume and average volume bar charts. Read more »
- Stochastic
- 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 »
- RSI
- Relative Strength Index (RSI) intended to chart the current and historical strength or weakness of an instrument. Read more »
- MACD
- Moving Average Convergence / Divergence (MACD) is a trend following indicator, and is designed to identify trend changes. 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: 0.9331
Beta of 0.9331 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: -0.0037
Alpha of -0.0037 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: -1.6201
Sharpe Ratio of -1.6201 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 | |
|---|---|---|---|
| Return | |||
| Total Return | -54.22% | -36.59% | -0.48% |
| Average Daily Return | -0.27% | -0.32% | 0.02% |
| Average Daily Volatility | ± 2.84% | ± 3.09% | ± 2.86% |
| Risk / Reward Ratios | |||
| Beta (Volatility) | 0.9331 | 0.9331 | 0.7081 |
| Alpha (Surplus) | -0.003701 | -0.003701 | -0.000448 |
| Sharpe Ratio (Risk-Reward) | -1.620103 | -1.737206 | -0.004620 |