E-Mini S&P 500 ESUSD
5 Neutral
Price (USD)
$7,754.25
Market Cap
$0
1W Return
+0.6%
1M Return
+0.5%
3M Return
+1.7%
12M Return
+12.3%
Price (USD) Price CAPR Short MA Long MA Max Min
Trend Analysis
CAPR (Weekly) Neutral 5
Local (Weekly) Neutral 5
CAPR (Daily) Neutral 3
Local (Daily) Neutral 3
Trend Age 1122 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) 11%
Sharpe Ratio (52w) 0.72
Beta (52w) 0.94
Drawdown from 52w High -1.5%
Max Drawdown (52w) -9.0%
Dev from Long MA +32.3%
Rel Strength 3M 1.25
Rel Strength 12M 0.71