Sharpe Ratio -0.545 SEE MORE GHYAX RISK Updated 10/31/23 Previous: Risk Next: Interactive Chart Quotes delayed at least 15 minutes. Market data provided by Xignite. Fund data provided by Xignite and Morningstar. See Disclaimer. Contact U.S. News Best Funds. Use of this website constitutes...
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Stocks.USA. Stock.Sea SEStockUSD127.432.622.10% Sea appears to be very steady, given 3 months investment horizon.Seaowns Efficiency Ratio (i.e., Sharpe Ratio) of0.071, which indicates the firm had a0.071% return per unit of risk over the last 3 months. We have found thirtytechnical indic...
Ratio clip (PPO) 0.25 Lambda entropy (PPO) 0.02 Evaluation interval (second) 64Table 3. Performance of stock trading on NASDAQ-100 constituent stocks with daily (red) and minute-level (blue) data. Parse references Cumul. return Annual return Annual volatility Max drawdown Sharpe ratio FinRL-Pod...
They apply these methods to high-frequency data of 27 blue-chip stocks traded on the Istanbul Stock Exchange. Their results highlight that, among the chosen methodologies, naïve Bayes, nearest neighbors, and ANN can detect the future price directions as well as percentage changes at a ...
Financial DownloadManual of Stocks™ Compare Business Description GURUFOCUS.COMSTOCK LISTUSANYSEFirst Trust High Income Long/Short Fund (NYSE:FSD) First Trust High Income Long/Short Fund NAICS : 523920 SIC : 6282 ISIN : US33738E1091 https://www.ftportfolios.com ...
The MSCI United Kingdom High Dividend Yield Index is based on the MSCI United Kingdom Index, its parent index, and includes large and mid cap stocks. The index is designed to reflect the performance of equities in the parent index (excluding REITs) with
Index Factsheet MSCI ACWI High Dividend Yield Index (USD) The MSCI ACWI High Dividend Yield Index is based on MSCI ACWI, its parent index, and includes large and mid cap stocks across 23 Developed Markets (DM) and 24 Emerging Markets (EM) countries*. The index is designed to ...
Complex algorithms that are used in high-frequency trading analyze individual stocks to spot emerging trends in milliseconds. It will result in hundreds of buy orders to be sent out in a matter of seconds, given the analysis finds a trigger. ...
Specifically, a long-short strategy of buying low-sales season stocks and shorting high-sales season stocks produces an annual alpha of 8.4% (14.5% over the last decade). This seasonal effect has a relatively high Sharpe ratio and occurs independently of previously documented seasonal anomalies. ...