{$numberOfUnreadNotification > 0 ? `(${$numberOfUnreadNotification})` : ""} {$displayCompanyName} ({$etfTicker}) Statistics & Valuation Metrics · stocknear

Fundamental Data

Get detailed Fundamental insights of {$displayCompanyName} and compare it to the S&P500.
{#if Object?.keys(quantStats)?.length !== 0}
YTD Return
{$etfTicker} {#if quantStats[$etfTicker?.toUpperCase()]["YTD %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "YTD %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "YTD %" ]?.toFixed(2)}% {/if}
vs.
SPY {#if quantStats["SPY"]["YTD %"] >= 0} +{quantStats["SPY"]["YTD %"]?.toFixed(2)}% {:else} {quantStats["SPY"]["YTD %"]?.toFixed(2)}% {/if}
1-Year Return
{$etfTicker} {#if quantStats[$etfTicker?.toUpperCase()]["1Y %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "1Y %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "1Y %" ]?.toFixed(2)}% {/if}
vs.
SPY {#if quantStats["SPY"]["1Y %"] >= 0} +{quantStats["SPY"]["1Y %"]?.toFixed(2)}% {:else} {quantStats["SPY"]["1Y %"]?.toFixed(2)}% {/if}
3-Year Return
{$etfTicker} {#if quantStats[$etfTicker?.toUpperCase()]["3Y (ann.) %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "3Y (ann.) %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "3Y (ann.) %" ]?.toFixed(2)}% {/if}
vs.
SPY {#if quantStats["SPY"]["3Y (ann.) %"] >= 0} +{quantStats["SPY"]["3Y (ann.) %"]?.toFixed( 2, )}% {:else} {quantStats["SPY"]["3Y (ann.) %"]?.toFixed(2)}% {/if}
{#if $etfTicker in quantStats && Object.keys(quantStats[$etfTicker]).length > 0}

Worst 10 Drawdowns of {$etfTicker}

{#each quantStats[$etfTicker?.toUpperCase()]["Worst 10 Drawdowns"] as item} {/each}
Started Recovered Drawdown Days
{new Date(item["Started"]).toLocaleString("en-US", { month: "short", day: "numeric", year: "numeric", daySuffix: "2-digit", })} {#if ongoingDD(item["Recovered"]) === true} continuing {:else} {new Date(item["Recovered"]).toLocaleString("en-US", { month: "short", day: "numeric", year: "numeric", daySuffix: "2-digit", })} {/if} {item["Drawdown"]?.toFixed(2)}% {item["Days"]}

{$etfTicker} vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between {new Date( quantStats[$etfTicker?.toUpperCase()]["Start Period"], ).toLocaleString("en-US", { month: "long", day: "numeric", year: "numeric", daySuffix: "2-digit", })} - {new Date( quantStats[$etfTicker?.toUpperCase()]["End Period"], ).toLocaleString("en-US", { month: "long", day: "numeric", year: "numeric", daySuffix: "2-digit", })}
Metric {$etfTicker} S&P500
Cumulative Return {#if quantStats[$etfTicker?.toUpperCase()]["Cumulative Return %"] >= 0} +{abbreviateNumber( quantStats[$etfTicker?.toUpperCase()][ "Cumulative Return %" ], )}% {:else} {abbreviateNumber( quantStats[$etfTicker?.toUpperCase()][ "Cumulative Return %" ], )}% {/if} {#if quantStats["SPY"]["Cumulative Return %"] >= 0} +{quantStats["SPY"]["Cumulative Return %"]}% {:else} {quantStats["SPY"]["Cumulative Return %"]}% {/if}
Compound Annual Growth Rate (CAGR) {#if quantStats[$etfTicker?.toUpperCase()]["CAGR %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "CAGR %" ]}% {:else} {quantStats[$etfTicker?.toUpperCase()]["CAGR %"]}% {/if} {#if quantStats["SPY"]["CAGR %"] >= 0} +{quantStats["SPY"]["CAGR %"]}% {:else} {quantStats["SPY"]["CAGR %"]}% {/if}
Sharpe {quantStats[$etfTicker?.toUpperCase()]["Sharpe"]?.toFixed( 2, )} {quantStats["SPY"]["Sharpe"]?.toFixed(2)}
Sortino {quantStats[$etfTicker?.toUpperCase()][ "Sortino" ]?.toFixed(2)} {quantStats["SPY"]["Sortino"]?.toFixed(2)}
Max Drawdown {#if quantStats[$etfTicker?.toUpperCase()]["Max Drawdown"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Max Drawdown" ]}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Max Drawdown" ]}% {/if} {#if quantStats["SPY"]["Max Drawdown"] >= 0} +{quantStats["SPY"]["Max Drawdown"]}% {:else} {quantStats["SPY"]["Max Drawdown"]}% {/if}
Longest Drawdown Days {quantStats[$etfTicker?.toUpperCase()]["Longest DD Days"]} {quantStats["SPY"]["Longest DD Days"]}
Volatility (ann.) {quantStats[$etfTicker?.toUpperCase()][ "Volatility (ann.) %" ]}% {quantStats["SPY"]["Volatility (ann.) %"]}%
Correlation {quantStats[$etfTicker?.toUpperCase()]["Correlation"]}% {quantStats["SPY"]["Correlation"]}
R^2 {quantStats[$etfTicker?.toUpperCase()]["R^2"]} {quantStats["SPY"]["R^2"]}
Calmar {quantStats[$etfTicker?.toUpperCase()]["Calmar"]} {quantStats["SPY"]["Calmar"]}
Skew {quantStats[$etfTicker?.toUpperCase()]["Skew"]?.toFixed( 2, )} {quantStats["SPY"]["Skew"]?.toFixed(2)}
Kurtosis {quantStats[$etfTicker?.toUpperCase()][ "Kurtosis" ]?.toFixed(2)} {quantStats["SPY"]["Kurtosis"]?.toFixed(2)}
Expected Daily {#if quantStats[$etfTicker?.toUpperCase()]["Expected Daily %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Expected Daily %" ]}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Expected Daily %" ]}% {/if} {#if quantStats["SPY"]["Expected Daily %"] >= 0} +{quantStats["SPY"]["Expected Daily %"]}% {:else} {quantStats["SPY"]["Expected Daily %"]}% {/if}
Expected Monthly {#if quantStats[$etfTicker?.toUpperCase()]["Expected Monthly %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Expected Monthly %" ]}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Expected Monthly %" ]}% {/if} {#if quantStats["SPY"]["Expected Monthly %"] >= 0} +{quantStats["SPY"]["Expected Monthly %"]}% {:else} {quantStats["SPY"]["Expected Monthly %"]}% {/if}
Expected Yearly {#if quantStats[$etfTicker?.toUpperCase()]["Expected Yearly %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Expected Yearly %" ]}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Expected Yearly %" ]}% {/if} {#if quantStats["SPY"]["Expected Yearly %"] >= 0} +{quantStats["SPY"]["Expected Yearly %"]}% {:else} {quantStats["SPY"]["Expected Yearly %"]}% {/if}
Kelly Criterion {quantStats[$etfTicker?.toUpperCase()][ "Kelly Criterion %" ]}% {quantStats["SPY"]["Kelly Criterion %"]}%
Risk of Ruin {quantStats[$etfTicker?.toUpperCase()]["Risk of Ruin %"]}% {quantStats["SPY"]["Risk of Ruin %"]}%
Daily Value-at-Risk {#if quantStats[$etfTicker?.toUpperCase()]["Daily Value-at-Risk %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Daily Value-at-Risk %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Daily Value-at-Risk %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["Daily Value-at-Risk %"] >= 0} +{quantStats["SPY"][ "Daily Value-at-Risk %" ]?.toFixed(2)}% {:else} {quantStats["SPY"]["Daily Value-at-Risk %"]?.toFixed( 2, )}% {/if}
Expected Shortfall (cVaR) {#if quantStats[$etfTicker?.toUpperCase()]["Expected Shortfall (cVaR) %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Expected Shortfall (cVaR) %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Expected Shortfall (cVaR) %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["Expected Shortfall (cVaR) %"] >= 0} +{quantStats["SPY"][ "Expected Shortfall (cVaR) %" ]?.toFixed(2)}% {:else} {quantStats["SPY"][ "Expected Shortfall (cVaR) %" ]?.toFixed(2)}% {/if}
Max Consecutive Wins {quantStats[$etfTicker?.toUpperCase()][ "Max Consecutive Wins" ]} {quantStats["SPY"]["Max Consecutive Wins"]}
Max Consecutive Losses {quantStats[$etfTicker?.toUpperCase()][ "Max Consecutive Losses" ]} {quantStats["SPY"]["Max Consecutive Losses"]}
Gain/Pain Ratio {quantStats[$etfTicker?.toUpperCase()][ "Gain/Pain Ratio" ]?.toFixed(2)} {quantStats["SPY"]["Gain/Pain Ratio"]?.toFixed(2)}
Gain/Pain (1M) {quantStats[$etfTicker?.toUpperCase()][ "Gain/Pain (1M)" ]?.toFixed(2)} {quantStats["SPY"]["Gain/Pain (1M)"]?.toFixed(2)}
Payoff Ratio {quantStats[$etfTicker?.toUpperCase()][ "Payoff Ratio" ]?.toFixed(2)} {quantStats["SPY"]["Payoff Ratio"]?.toFixed(2)}
Profit Factor {quantStats[$etfTicker?.toUpperCase()][ "Profit Factor" ]?.toFixed(2)} {quantStats["SPY"]["Profit Factor"]?.toFixed(2)}
Outlier Win Ratio {quantStats[$etfTicker?.toUpperCase()][ "Outlier Win Ratio" ]?.toFixed(2)} {quantStats["SPY"]["Outlier Win Ratio"]?.toFixed(2)}
Outlier Loss Ratio {quantStats[$etfTicker?.toUpperCase()][ "Outlier Loss Ratio" ]?.toFixed(2)} {quantStats["SPY"]["Outlier Loss Ratio"]?.toFixed(2)}
MTD {#if quantStats[$etfTicker?.toUpperCase()]["MTD %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "MTD %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "MTD %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["MTD %"] >= 0} +{quantStats["SPY"]["MTD %"]?.toFixed(2)}% {:else} {quantStats["SPY"]["MTD %"]?.toFixed(2)}% {/if}
3M {#if quantStats[$etfTicker?.toUpperCase()]["3M %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "3M %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "3M %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["3M %"] >= 0} +{quantStats["SPY"]["3M %"]?.toFixed(2)}% {:else} {quantStats["SPY"]["3M %"]?.toFixed(2)}% {/if}
6M {#if quantStats[$etfTicker?.toUpperCase()]["6M %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "6M %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "6M %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["6M %"] >= 0} +{quantStats["SPY"]["6M %"]?.toFixed(2)}% {:else} {quantStats["SPY"]["6M %"]?.toFixed(2)}% {/if}
Best Day {#if quantStats[$etfTicker?.toUpperCase()]["Best Day %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Best Day %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Best Day %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["Best Day %"] >= 0} +{quantStats["SPY"]["Best Day %"]?.toFixed(2)}% {:else} {quantStats["SPY"]["Best Day %"]?.toFixed(2)}% {/if}
Worst Day {#if quantStats[$etfTicker?.toUpperCase()]["Worst Day %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Worst Day %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Worst Day %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["Worst Day %"] >= 0} +{quantStats["SPY"]["Worst Day %"]?.toFixed( 2, )}% {:else} {quantStats["SPY"]["Worst Day %"]?.toFixed(2)}% {/if}
Best Month {#if quantStats[$etfTicker?.toUpperCase()]["Best Month %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Best Month %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Best Month %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["Best Month %"] >= 0} +{quantStats["SPY"]["Best Month %"]?.toFixed( 2, )}% {:else} {quantStats["SPY"]["Best Month %"]?.toFixed(2)}% {/if}
Worst Month {#if quantStats[$etfTicker?.toUpperCase()]["Worst Month %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Worst Month %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Worst Month %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["Worst Month %"] >= 0} +{quantStats["SPY"]["Worst Month %"]?.toFixed( 2, )}% {:else} {quantStats["SPY"]["Worst Month %"]?.toFixed(2)}% {/if}
Best Year {#if quantStats[$etfTicker?.toUpperCase()]["Best Year %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Best Year %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Best Year %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["Best Year %"] >= 0} +{quantStats["SPY"]["Best Year %"]?.toFixed( 2, )}% {:else} {quantStats["SPY"]["Best Year %"]?.toFixed(2)}% {/if}
Worst Year {#if quantStats[$etfTicker?.toUpperCase()]["Worst Year %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Worst Year %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Worst Year %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["Worst Year %"] >= 0} +{quantStats["SPY"]["Worst Year %"]?.toFixed( 2, )}% {:else} {quantStats["SPY"]["Worst Year %"]?.toFixed(2)}% {/if}
Avg. Drawdown {#if quantStats[$etfTicker?.toUpperCase()]["Avg. Drawdown"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Avg. Drawdown" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Avg. Drawdown" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["Avg. Drawdown"] >= 0} +{quantStats["SPY"]["Avg. Drawdown"]?.toFixed( 2, )}% {:else} {quantStats["SPY"]["Avg. Drawdown"]?.toFixed(2)}% {/if}
Avg. Drawdown Days {quantStats[$etfTicker?.toUpperCase()][ "Avg. Drawdown Days" ]} {quantStats["SPY"]["Avg. Drawdown Days"]}
Recovery Factor {quantStats[$etfTicker?.toUpperCase()][ "Recovery Factor" ]?.toFixed(2)} {quantStats["SPY"]["Recovery Factor"]?.toFixed(2)}
Ulcer Index {quantStats[$etfTicker?.toUpperCase()][ "Ulcer Index" ]?.toFixed(2)} {quantStats["SPY"]["Ulcer Index"]?.toFixed(2)}
Avg. Up Month {#if quantStats[$etfTicker?.toUpperCase()]["Avg. Up Month %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Avg. Up Month %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Avg. Up Month %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["Avg. Up Month %"] >= 0} +{quantStats["SPY"]["Avg. Up Month %"]?.toFixed( 2, )}% {:else} {quantStats["SPY"]["Avg. Up Month %"]?.toFixed(2)}% {/if}
Avg. Down Month {#if quantStats[$etfTicker?.toUpperCase()]["Avg. Down Month %"] >= 0} +{quantStats[$etfTicker?.toUpperCase()][ "Avg. Down Month %" ]?.toFixed(2)}% {:else} {quantStats[$etfTicker?.toUpperCase()][ "Avg. Down Month %" ]?.toFixed(2)}% {/if} {#if quantStats["SPY"]["Avg. Down Month %"] >= 0} +{quantStats["SPY"]["Avg. Down Month %"]?.toFixed( 2, )}% {:else} {quantStats["SPY"]["Avg. Down Month %"]?.toFixed(2)}% {/if}
Win Days {quantStats[$etfTicker?.toUpperCase()][ "Win Days %" ]?.toFixed(2)}% {quantStats["SPY"]["Win Days %"]?.toFixed(2)}%
Win Month {quantStats[$etfTicker?.toUpperCase()][ "Win Month %" ]?.toFixed(2)}% {quantStats["SPY"]["Win Month %"]?.toFixed(2)}%
Win Quarter {quantStats[$etfTicker?.toUpperCase()][ "Win Quarter %" ]?.toFixed(2)}% {quantStats["SPY"]["Win Quarter %"]?.toFixed(2)}%
Win Year {quantStats[$etfTicker?.toUpperCase()][ "Win Year %" ]?.toFixed(2)}% {quantStats["SPY"]["Win Year %"]?.toFixed(2)}%
{:else}

{/if}
{:else}

No data available

{/if}