E-Mini S&P 500 ESUSD
5 Neutral
Price (USD)
$7,704.50
Market Cap
$0
1W Return
-1.1%
1M Return
-0.9%
3M Return
+3.4%
12M Return
+11.5%
Price (USD) Price CAPR Short MA Long MA Max Min
Trend Analysis
CAPR (Weekly) Neutral 5
Local (Weekly) Neutral 5
CAPR (Daily) Neutral 4
Local (Daily) Neutral 3
Trend Age 1114 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) 11%
Sharpe Ratio (52w) 0.64
Beta (52w) 0.93
Drawdown from 52w High -2.2%
Max Drawdown (52w) -9.0%
Dev from Long MA +32.1%
Rel Strength 3M 0.99
Rel Strength 12M 0.76