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Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 351-355 of 355
Page 8 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
ABBVHealth Care0.7100.6690.6781.0000.436 weak0.534 moderate100%Jul 25, 11:52 PM
AAPLInformation Technology0.6780.7080.7251.0000.732 good0.645 moderate100%Jul 25, 11:52 PM
AAPConsumer Discretionary0.5170.4470.2850.666
Ticker detail

GILD

Health Care | v2 | as of 2026-07-23
Close

Research Detail

GILD

Gilead Sciences

Category

Sector: Healthcare

Industry / Category: Biotechnology

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Biopharma company with antiviral, oncology, and income-oriented healthcare exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.333
Correlation To Benchmark 1y
0.155
Inverse To Benchmark 1y
0.845
Drawdown Score 1m
0.808
Drawdown Score 3m
0.728
0.246 poor
0.231 poor
100%
Jul 25, 11:52 PM
AAA-0.5110.6360.8990.0000.100 poor0.242 poor98%Jul 25, 11:52 PM
AHealth Care0.6530.5390.5500.8320.161 poor0.342 poor100%Jul 25, 11:51 PM
PreviousPage 8 of 8Next
Drawdown Score 6m
0.608
Drawdown Score 1y
0.668
Drawdown Score 2y
0.730
Drawdown Score 5y
0.734
Return 1w
-0.040
Return 1m
0.046
Return 3m
-0.009
Return 6m
0.026
Return 1y
0.219
Return 2y
0.885
Return 5y
1.300
Sharpe 1m
1.723
Sharpe 3m
0.016
Sharpe 6m
0.322
Sharpe 1y
0.861
Sharpe 2y
1.314
Sharpe 5y
0.802
Trend 1w
-0.009
Trend 1m
0.003
Trend 3m
-0.000
Trend 6m
-0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.170
Volatility 1m
0.350
Volatility 3m
0.287
Volatility 6m
0.278
Volatility 1y
0.273
Volatility 2y
0.269
Volatility 5y
0.245
Not part of the current Vector V2 payload: Drawdown Score 1w, Drawdown Score 2w, Return 2w, Sharpe 1w, Sharpe 2w, Sharpe Score, Trend 2w, Volatility 2w. Trend labels map to the stored trend slope fields.
Metadata
Identity, provenance, coverage, and diagnostics.
74 fields
Ticker
GILD
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:27 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.138
Aptet Fit Raw Score
0.219
Aptet Fit Confidence
0.266
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.244
Force Fit Raw Score
0.261
Force Fit Confidence
0.871
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:27 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "GILD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "GILD",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
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    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08381219023040705,
    "eligibleDays": 339,
    "fitnessScore": -0.17616144044321888,
    "lookbackDays": 21,
    "returnLift1D": -0.0020782741542879376,
    "hitRateLift1D": -0.3888888888888889,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
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      "5": 0.5714285714285714,
      "10": 0.5555555555555556
    },
    "sampleConfidence": 0.25,
    "shadowSharpeLike": 0,
    "avgForwardReturns": {
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      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0,
    "avgForwardReturn1D": 0,
    "riskOffActivations": 0,
    "activationDatesSample": [],
    "horizonObservationCounts": {
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      "10": 0
    },
    "baselineAvgForwardReturns": {
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      "5": 0.009479514669400113,
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08381219023040705,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08381219023040705,
    "bestRawFitnessScore": -0.17616144044321888,
    "upperQuartileComboQuality": 0.08381219023040705
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.13830295450476043,
    "rawScore": 0.21855120244747644,
    "confidence": 0.26563434980869743,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.7575072513157539,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "returnLift1D": -0.0020782741542879376,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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        "5": 0.009479514669400113,
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    },
    {
      "topN": 3,
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      "hitRates": {
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    },
    {
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      "hitRates": {
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    },
    {
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    },
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    },
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      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      "riskOffActivations": 0,
      "activationDatesSample": [],
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      }
    },
    {
      "topN": 5,
      "ticker": "GILD",
      "hitRates": {
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      },
      "hitRate1D": 0,
      "comboQuality": 0.08381219023040705,
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      "fitnessScore": -0.17616144044321888,
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      },
      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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    },
    {
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0,
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      "activationRate": 0,
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      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRate1D": 0.3333333333333333,
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      "sampleConfidence": 0.5519029729302969,
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      "shadowMaxDrawdown": -0.04893589397248821,
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      "riskOffActivations": 0,
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        "2026-07-20",
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        "2026-07-22"
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      "horizonObservationCounts": {
        "1": 3,
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        "10": 0
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
        "1": 0.3333333333333333,
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      "hitRate1D": 0.3333333333333333,
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      "sampleConfidence": 0.5519029729302969,
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      "shadowMaxDrawdown": -0.04893589397248821,
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      "riskOffActivations": 0,
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        "2026-07-21",
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      "horizonObservationCounts": {
        "1": 3,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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        "5": 0,
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      "hitRate1D": 0.3333333333333333,
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      "activationCount": 3,
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      "sampleConfidence": 0.5519029729302969,
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        "2026-07-21",
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      "horizonObservationCounts": {
        "1": 3,
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0.25,
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        "2026-07-22",
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      "horizonObservationCounts": {
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.04375299407748734,
      "fitnessScore": -0.32858036566222815,
      "lookbackDays": 14,
      "returnLift1D": -0.015333420375031616,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "sampleConfidence": 0.5519029729302969,
      "shadowTotalReturn": -0.04059145689346344,
      "avgForwardReturn1D": -0.013255146220743677
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08381219023040705,
      "fitnessScore": -0.17616144044321888,
      "lookbackDays": 21,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08381219023040705,
      "fitnessScore": -0.17616144044321888,
      "lookbackDays": 30,
      "returnLift1D": -0.0020782741542879376,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08381219023040705,
      "fitnessScore": -0.17616144044321888,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.17616144044321888,
      "lookbackDays": 63,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "15fbf8833b95baa9c0b4a03de8274a3b9b801b317983f42c2eee7fa4e4e90f0d",
    "size": 13,
    "members": [
      "GILD",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "GILD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "GILD",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "hitRates": {
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    "hitRate1D": 0.5206611570247934,
    "rankWeights": [
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    "comboQuality": 0.44531043437670537,
    "eligibleDays": 359,
    "fitnessScore": 0.30167986621635545,
    "lookbackDays": 30,
    "returnLift1D": 0.0002518745888285711,
    "hitRateLift1D": 0.01091185340362355,
    "portfolioSize": 3,
    "activationRate": 0.3370473537604457,
    "activationCount": 121,
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    "sampleConfidence": 0.9955922865013774,
    "shadowSharpeLike": 0.5900978560003841,
    "avgForwardReturns": {
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    "shadowMaxDrawdown": -0.16268349460258003,
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    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-02-25",
      "2025-02-26",
      "2025-02-27",
      "2025-02-28",
      "2025-03-03"
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    "horizonObservationCounts": {
      "1": 121,
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.44531043437670537,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.17752654943041501,
    "bestRawFitnessScore": 0.30167986621635545,
    "upperQuartileComboQuality": 0.22827720696524195
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.24377263387042095,
    "rawScore": 0.2605400476261098,
    "confidence": 0.8712872442569665,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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      ]
    },
    "parameterStability": 0.32831780478063777,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
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      "rankWeights": [
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      "comboQuality": 0.44531043437670537,
      "eligibleDays": 359,
      "fitnessScore": 0.30167986621635545,
      "lookbackDays": 30,
      "returnLift1D": 0.0002518745888285711,
      "hitRateLift1D": 0.01091185340362355,
      "portfolioSize": 3,
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      "sampleConfidence": 0.9955922865013774,
      "shadowSharpeLike": 0.5900978560003841,
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      "shadowMaxDrawdown": -0.16268349460258003,
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      "riskOffActivations": 0,
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        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 121,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "baselineAvgForwardReturns": {
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
  },
  "lookbackSummary": [
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      "lookbackDays": 14,
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      "sampleConfidence": 0.9949074074074075,
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      "lookbackDays": 21,
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      "lookbackDays": 30,
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  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "backendAlgorithm": "alpha1",
  "universeIdentity": {
    "hash": "15fbf8833b95baa9c0b4a03de8274a3b9b801b317983f42c2eee7fa4e4e90f0d",
    "size": 13,
    "members": [
      "GILD",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
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  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
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Return 1m
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Return 1w
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Return 1y
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Return 2w
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Return 2y
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Return 3m
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Return 5y
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Return 6m
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Sharpe 1m
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Sharpe 1w
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Sharpe 1y
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Sharpe 2w
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Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
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Volatility 1y
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Volatility 2w
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Volatility 2y
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Volatility 3m
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Volatility 5y
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Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.716
Liquidity
0.997
Momentum
0.552
Relative strength
0.486
Trend quality
0.450
Stability
0.653
Aggression
0.387
Downside risk
0.588
Drawdown state
0.806
Quality momentum
0.517
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.845
Benchmark Independence 3m Score
0.961
Beta 1y Profile Score
0.133
Beta 3m Profile Score
0
Beta Change Score
0.291
Correlation Change Score
0.403
Current Drawdown Score
0.770
Days Since 52w High Score
0.440
Distance From 52w High Score
0.770
Distance From Sma 20 Score
0.500
Distance From Sma 200 Score
0.511
Distance From Sma 50 Score
0.519
Downside Volatility 1m Score
0.268
Downside Volatility 1y Score
0.250
Downside Volatility 2y Score
0.267
Downside Volatility 3m Score
0.273
Downside Volatility 5y Score
0.240
Downside Volatility 6m Score
0.261
Drawdown Recovery Score
1
Excess Return 1m Score
0.567
Excess Return 1y Score
0.553
Excess Return 3m Score
0.418
Excess Return 6m Score
0.405
Expected Shortfall 95 1y Score
0.710
Log Avg Dollar Volume 20d Score
0.997
Log Market Cap Score
0.716
Drawdown Score 1m
0.808
Drawdown Score 1y
0.668
Drawdown Score 2y
0.730
Drawdown Score 3m
0.728
Drawdown Score 5y
0.734
Drawdown Score 6m
0.608
Momentum Acceleration 1m Vs 3m Score
0.665
Momentum Acceleration 3m Vs 6m Score
0.476
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.769
Relative Strength Slope 3m Score
0.453
Relative Volume 20d Score
0.254
Return 1m Score
0.577
Return 1w Score
0.367
Return 1y Score
0.637
Return 2y Score
0.539
Return 3m Score
0.489
Return 5y Score
0.177
Return 6m Score
0.522
Return Skewness 1y Score
0.629
Sector Excess Return 1y Score
0.481
Sharpe 1m Score
0.745
Sharpe 1y Score
0.572
Sharpe 2y Score
0.663
Sharpe 3m Score
0.403
Sharpe 5y Score
0.560
Sharpe 6m Score
0.464
Sortino 1m Score
0.675
Sortino 1y Score
0.499
Sortino 2y Score
0.551
Sortino 3m Score
0.377
Sortino 5y Score
0.482
Sortino 6m Score
0.420
Trend R2 1m Score
0.404
Trend R2 1w Score
0.827
Trend R2 1y Score
0.491
Trend R2 2y Score
0.883
Trend R2 3m Score
0.006
Trend R2 5y Score
0.827
Trend R2 6m Score
0.553
Trend Slope 1m Score
0.679
Trend Slope 1w Score
0
Trend Slope 1y Score
0.555
Trend Slope 2y Score
0.581
Trend Slope 3m Score
0.493
Trend Slope 5y Score
0.547
Trend Slope 6m Score
0.429
Volatility 1m Score
0.400
Volatility 1w Score
0.160
Volatility 1y Score
0.297
Volatility 2y Score
0.292
Volatility 3m Score
0.316
Volatility 5y Score
0.260
Volatility 6m Score
0.303
Worst Day 1y Score
0.814
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
976,739,322.789
Best Day 1y
0.083
Beta To Benchmark 1y
0.333
Beta 3m
-0.085
Beta Change
-0.418
Beta To Sector 1y
0.900
Correlation To Benchmark 1y
0.155
Correlation 3m
-0.039
Correlation Change
-0.194
Correlation To Sector 1y
0.521
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.845
Benchmark Independence 3m Score
0.961
Beta 1y Profile Score
0.133
Beta 3m Profile Score
0
Beta Change Score
0.291
Correlation Change Score
0.403
Current Drawdown Score
0.770
Distance From Sma 20 Score
0.500
Distance From Sma 200 Score
0.511
Current Drawdown
-0.150
Days Since 52w High
111
Distance From 52w High
-0.150
Distance From Sma 20
0.000
Distance From Sma 200
0.007
Distance From Sma 50
0.011
Downside Capture 1y
1.846
Downside Volatility 1m
0.251
Downside Volatility 1w
-
Downside Volatility 1y
0.237
Downside Volatility 2y
0.250
Downside Volatility 3m
0.255
Downside Volatility 5y
0.230
Downside Volatility 6m
0.246
Drawdown Recovery
1
Excess Return 1m
0.040
Excess Return 1y
0.032
Excess Return 3m
-0.049
Excess Return 6m
-0.057
Expected Shortfall 95 1y
-0.029
Market Cap
160,547,400,406.94
Max Drawdown 1m
-0.048
Max Drawdown 1w
-0.044
Max Drawdown 1y
-0.216
Max Drawdown 2y
-0.216
Max Drawdown 3m
-0.109
Max Drawdown 5y
-0.266
Max Drawdown 6m
-0.216
Momentum Acceleration 1m Vs 3m
0.049
Momentum Acceleration 3m Vs 6m
-0.007
Moving Average Alignment
0.500
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
-0.001
Relative Volume 20d
0.986
Return 1m
0.046
Return 1w
-0.040
Return 1y
0.219
Return 2y
0.885
Return 3m
-0.009
Return 5y
1.300
Return 6m
0.026
Return Skewness 1y
0.774
Sector Excess Return 1y
-0.011
Sharpe 1m
1.723
Sharpe 1y
0.861
Sharpe 2y
1.314
Sharpe 3m
0.016
Sharpe 5y
0.802
Sharpe 6m
0.322
Sortino 1m
2.404
Sortino 1y
0.988
Sortino 2y
1.411
Sortino 3m
0.018
Sortino 5y
0.854
Sortino 6m
0.363
Trend R2 1m
0.404
Trend R2 1w
0.827
Trend R2 1y
0.491
Trend R2 2y
0.883
Trend R2 3m
0.006
Trend R2 5y
0.827
Trend R2 6m
0.553
Trend 1m
0.003
Trend 1w
-0.009
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
-0.000
Trend 5y
0.001
Trend 6m
-0.001
Upside Capture 1y
0.556
Value At Risk 95 1y
-0.024
Volatility 1m
0.350
Volatility 1w
0.170
Volatility 1y
0.273
Volatility 2y
0.269
Volatility 3m
0.287
Volatility 5y
0.245
Volatility 6m
0.278
Worst Day 1y
-0.037
Distance From Sma 50 Score
0.519
Downside Volatility 1y Score
0.250
Downside Volatility 3m Score
0.273
Drawdown Recovery Score
1
Excess Return 1m Score
0.567
Excess Return 1y Score
0.553
Excess Return 3m Score
0.418
Excess Return 6m Score
0.405
Expected Shortfall 95 1y Score
0.710
Log Avg Dollar Volume 20d Score
0.997
Log Market Cap Score
0.716
Drawdown Score 1y
0.668
Drawdown Score 5y
0.734
Momentum Acceleration 1m Vs 3m Score
0.665
Momentum Acceleration 3m Vs 6m Score
0.476
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.769
Relative Volume 20d Score
0.254
Return 1m Score
0.577
Return 1y Score
0.637
Return 3m Score
0.489
Return 6m Score
0.522
Return Skewness 1y Score
0.629
Sortino 1y Score
0.499
Sortino 3m Score
0.377
Trend R2 1y Score
0.491
Trend R2 3m Score
0.006
Trend Slope 1y Score
0.555
Trend Slope 3m Score
0.493
Volatility 1y Score
0.297
Volatility 3m Score
0.316