as of Feb 03 '23
52 Week Range:
Instrument is in a bear stage
Latest index price 32.80 is below long term (200 days) moving average (MA200 is 36.91). 50 day moving average is 34.38 and below 200 days moving average.
21K 25K Volume is about or below average
Volume is a gauge of how powerful the buyers or sellers are.
26.06 50 Relative Strength Index (RSI) is 26.06.
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
- 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 »
- 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 »
- Relative Strength Index (RSI) intended to chart the current and historical strength or weakness of an instrument. Read more »
- 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 of 0.2508 suggests that the asset is less volatile than the rest of the market.
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 0.0005 suggests that the asset's performance is better than the rest of 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: 0.1116
Sharpe Ratio of 0.1116 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||0.04%||-0.05%||0.01%|
|Average Daily Volatility||± 2.43%||± 2.10%||± 1.65%|
|Risk / Reward Ratios|
|Sharpe Ratio (Risk-Reward)||0.111573||-0.527134||-0.095582|