E-Mini S&P 500 ESUSD
3 ● Neutral
Price (USD)
$7,532.75
Market Cap
—
1W Return
+2.2%
1M Return
-0.1%
3M Return
+6.7%
12M Return
+16.2%
Price (USD) Short MA Long MA Max Min
Trend Analysis
CAPR (Daily) 3
CAPR (Weekly) 5
Local (Daily) 5
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) 1.01
Beta (52w) 0.96
Drawdown from 52w High -1.2%
Max Drawdown (52w) -9.0%
Dev from Long MA +36.4%
Rel Strength 3M 0.84
Rel Strength 12M 0.72