Intraday intervals only cover recent history. The site picks the finest interval the range allows.
Studies
Overlays
Session levels
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Both series are rebased to 0% at the left edge, so the lines show relative performance rather than price.
Drawing tools
Tool
1D—H —L —Range —Vol —vs
Drag pan ·Pinch zoom ·Hold crosshair · pick a tool then drag to draw
Open
—
Prev close
62.86
Day high
63.04
Day low
62.87
Volume
0
Market cap
—
P/E (TTM)
—
52W range
60.98 – 68.74
Trailing performance
Price return · vs SPY
Returnvs SPY
1W
+0.21%+1.6%
1M
+3.06%-0.7%
3M
-0.03%-3.1%
6M
-2.48%-13.5%
YTD
-1.50%-13.8%
1Y
-7.33%-27.3%
3Y
-7.95%-82.1%
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
62.81
+0.14% from price
SMA 20
62.72
+0.28% from price
SMA 50
62.14
+1.22% from price
SMA 100
62.53
+0.59% from price
SMA 200
63.25
-0.55% from price
EMA 12
62.81
+0.13% from price
EMA 26
62.57
+0.52% from price
EMA 50
62.45
+0.73% from price
RSI (14)
56.1
Neutral
MACD (12,26,9)
0.24
Hist -0.02
ATR (14)
0.33
0.53% of price
Realised vol 30D
9.4%
Annualised
Bollinger upper
64.20
20, 2σ
Bollinger lower
61.24
20, 2σ
50 / 200 cross
Death
62.14 vs 63.25
Trend bias
Below 200
-0.55%
Risk profile
Daily returns · 1Y window
Beta vs SPY
0.10
Less volatile than market
Correlation to SPY
0.16
Largely independent
Realised vol 30D
9.4%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-10.6%
Peak to trough
Max drawdown 5Y
-33.3%
Peak to trough
ATR 14
0.33
0.53% 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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