E-Mini S&P 500 ESUSD
5 Neutral
Price (USD)
$7,859.75
Market Cap
$0
1W Return
+1.1%
1M Return
+3.4%
3M Return
+3.5%
12M Return
+15.1%
Price (USD) Price CAPR Short MA Long MA Max Min
Trend Analysis
CAPR (Weekly) Neutral 5
Local (Weekly) Neutral 5
CAPR (Daily) Neutral 5
Local (Daily) Neutral 5
Trend Age 1105 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) 12%
Sharpe Ratio (52w) 0.94
Beta (52w) 0.93
Drawdown from 52w High -0.2%
Max Drawdown (52w) -9.0%
Dev from Long MA +35.5%
Rel Strength 3M 0.99
Rel Strength 12M 0.76