Too many bars for candle bodies at this width — showing high/low range per bar. Zoom in or pick a shorter range.
Open
98.75
Prev close
98.80
Day high
98.91
Day low
98.56
Volume
—
Market cap
—
P/E (TTM)
—
52W range
98.56 – 114.78
Trailing performance
Price return · vs SPY
Returnvs SPY
1W
-0.87%+0.5%
1M
-2.59%-6.3%
3M
-0.39%-3.5%
6M
+1.02%-10.0%
YTD
+0.53%-11.8%
1Y
+0.59%-19.4%
3Y
-4.47%-78.6%
5Y
——
Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.
Moving averages & technicals
Computed from 2Y daily closes
SMA 10
99.51
-0.67% from price
SMA 20
99.89
-1.09% from price
SMA 50
100.48
-1.68% from price
SMA 100
99.69
-0.85% from price
SMA 200
99.18
-0.39% from price
EMA 12
99.49
-0.65% from price
EMA 26
99.91
-1.07% from price
EMA 50
100.04
-1.20% from price
RSI (14)
29.7
Oversold
MACD (12,26,9)
-0.42
Hist -0.12
ATR (14)
0.38
0.38% of price
Realised vol 30D
4.7%
Annualised
Bollinger upper
101.25
20, 2σ
Bollinger lower
98.52
20, 2σ
50 / 200 cross
Golden
100.48 vs 99.18
Trend bias
Below 200
-0.39%
Risk profile
Daily returns · 1Y window
Beta vs SPY
-0.12
Less volatile than market
Correlation to SPY
-0.29
Largely independent
Realised vol 30D
4.7%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-4.0%
Peak to trough
Max drawdown 5Y
-15.7%
Peak to trough
ATR 14
0.38
0.38% of price
Beta (reported)
—
5Y monthly, from filing
PRIVATE STRATEGY · BY QUALIFICATION
The same data. A different seat.
The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.
PRIVATE STRATEGY · BY QUALIFICATION
The same data. A different seat.
The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors.
Instrument
Long-dated equity options (LEAPS)
Signal source
USA Equity Algorithm, run on our own research data
Execution
Human-reviewed, discretionary
Construction
Diversified across 20+ concurrent positions
Minimum
$1,000,000
The algorithm produces the ideas. A human sizes each one against the portfolio and decides what actually gets executed, and what gets passed on.
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