E-Mini S&P 500 ESUSD
1 ● Neutral
Price (USD)
$7,741.25
Market Cap
—
1W Return
+0.7%
1M Return
+3.6%
3M Return
+4.2%
12M Return
+11.8%
Price (USD) Short MA Long MA Max Min
Trend Analysis
CAPR (Daily) 1
CAPR (Weekly) 3
Local (Daily) 5
Local (Weekly) 5
Trend Regime (CAPR · Daily) ● Neutral
Trend Regime (Local · Daily) ● Neutral
Trend Age 1078 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) +14%
Sharpe Ratio (52w) 0.66
Beta (52w) 0.95
Drawdown from 52w High -1.0%
Max Drawdown (52w) -9.0%
Dev from Long MA +35.9%
Rel Strength 3M 0.61
Rel Strength 12M 0.65