E-Mini S&P 500 ESUSD
3 ● Neutral
Price (USD)
$7,445.25
Market Cap
—
1W Return
-1.3%
1M Return
-1.3%
3M Return
+5.4%
12M Return
+14.9%
Price (USD) Short MA Long MA Max Min
Trend Analysis
CAPR (Daily) 3
CAPR (Weekly) 5
Local (Daily) 3
Local (Weekly) 5
Trend Regime (CAPR) ● Neutral
Trend Regime (Local) ● Neutral
Trend Age 1032 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) +14%
Sharpe Ratio (52w) 0.91
Beta (52w) 0.95
Drawdown from 52w High -2.4%
Max Drawdown (52w) -9.0%
Dev from Long MA +34.8%
Rel Strength 3M 0.95
Rel Strength 12M 0.74