{$numberOfUnreadNotification > 0 ? `(${$numberOfUnreadNotification})` : ''} {$displayCompanyName} ({$stockTicker}) 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}
{#if $screenWidth <= 550} {:else} {/if} {#if $screenWidth < 640} {:else} {/if}
1-Day Range
{dayLow} {dayHigh}
1-Day Range {dayLow} {dayHigh}
1-Year Range
{yearLow} {yearHigh}
1-Year Range {yearLow} {yearHigh}

Company Stats

Mkt Cap ${marketCap} Volume {volume}
Price ${currentPrice} Prev. Close ${previousClose}
Alpha {typeof alpha !== 'undefined' ? alpha : '-'} Beta {typeof beta !== 'undefined' && !isNaN(beta) ? beta?.toFixed(2) : '-'}
EPS {eps} PE {pe}
{#if $stockTicker in quantStats && Object.keys(quantStats[$stockTicker]).length > 0}

Worst 10 Drawdowns of {$stockTicker}

{#each quantStats[$stockTicker?.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']}

{$stockTicker} vs. S&P500

Comparison of company stats against the S&P500 Index.

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

{/if}
{:else}

No data available

{/if}