What every number on this site means

Most recent trade and intraday high/low. Reflects whatever delay the venue applies (typically 15 minutes for US equities).

Shares outstanding × last price.

Price divided by trailing-twelve-month earnings per share. Negative or missing for unprofitable companies.

Price divided by book value per share.

Net income divided by shareholders' equity (TTM).

Sensitivity to the broad market over the last five years of monthly returns. 1.0 = moves with the market.

Trailing 12-month dividend per share divided by price.

Highest and lowest close over the last 252 trading days.

Mean daily share volume over the trailing window.

Reported short shares as a percent of float, plus how many average-volume days it would take to close them.

(price_t − price_{t−1}) / price_{t−1}.

ln(price_t / price_{t−1}). Additive across time, used for volatility and most statistical models.

Compound product of (1 + simple return) over the window.

Percent below the running maximum close. The minimum of this series over the window is the max drawdown.

Arithmetic mean of the last N closes.

Exponential moving average with α = 2/(N+1). More weight on recent prices than SMA.

EMA12 − EMA26, with a 9-period EMA signal line. Histogram = MACD − signal.

Average Directional Index. Measures trend strength (not direction) on a 0–100 scale; ~25+ is commonly read as a trending regime.

Relative Strength Index. Average gain / average loss over 14 periods, scaled to 0–100.

Where the close sits within the recent high–low range, with a smoothed signal line.

Inverse Stochastic on a −100 to 0 scale.

Rate of Change. Percent change vs. 12 periods ago.

Commodity Channel Index. Distance of typical price from its SMA, scaled by mean deviation.

Money Flow Index. Volume-weighted RSI; integrates how much money traded on up vs. down moves.

Standard deviation of daily log returns × √252 to annualize.

SMA20 ± 2 standard deviations of price. Bandwidth contracts in low-vol regimes and expands when ranges widen.

Average True Range. Wilder-smoothed daily range, accounting for gaps.

Range-based estimator using daily high–low. More efficient than close-to-close when intraday ranges are informative.

Uses open, high, low, and close together. Lower variance than Parkinson under most conditions.

Combines overnight, opening, and intraday components; handles overnight jumps better than range-only estimators.

Exponentially weighted moving variance, RiskMetrics-style. Reacts faster to regime shifts than rolling stdev.

(Mean return − risk-free) / standard deviation of returns. Annualized.

Like Sharpe, but the denominator only counts downside deviation.

Annualized return divided by absolute max drawdown.

Probability-weighted ratio of gains above a threshold to losses below it. Captures the full distribution shape.

Largest peak-to-trough percent decline over the window.

Asymmetry of the return distribution. Negative = fat left tail (more big down days than a normal distribution predicts).

Tail heaviness vs. a normal distribution. Positive = more extreme moves than Gaussian assumes.

Long-memory measure. ~0.5 = random walk, >0.5 = trending, <0.5 = mean-reverting.

Joint test of skewness and kurtosis against the normal distribution. Reported with p-value.

Stationarity test. Rejecting the unit-root null suggests prices are mean-reverting on the tested horizon.

Assumes returns are normal: VaR = μ − z·σ. Simple, but understates tail risk when returns are fat-tailed.

Empirical quantile of realized returns. Makes no distributional assumption.

Normal VaR adjusted for observed skew and kurtosis. Closer to historical VaR when distributions are non-normal.

Mean loss conditional on being beyond the VaR threshold. Captures how bad the tail gets, not just where it starts.

Autoregressive integrated moving average on log prices. Reports point forecast plus confidence band over the requested horizons.

Volatility model with persistent variance. Used to project a forward volatility cone, not a price.

Simulates 10k future paths under GBM with drift and σ estimated from realized returns. Reports horizon-by-horizon percentiles (P5/P50/P95) at 5, 10, 30, 90, 180, and 360 trading days.

100 trees, default depth. Trained per-request on the symbol's own history.

Linear baseline with L2 regularization. Gives a calibrated probability under linear-separability assumptions.

Fast boosted trees over binned features. Usually the strongest of the three on noisy financial data.

1-day, 5-day, and 10-day returns; SMA20 and SMA50 distance from price; 20-day realized vol; RSI(14).

Rule-based compound score in [−1, 1]. Tuned for short, informal text — well-suited to social posts and headlines.

Recent ticker-tagged messages from the public stream.

Recent posts mentioning the symbol from finance subreddits.

Recent cashtag mentions.

Headlines from the symbol's news feed.

Curated company news.

Adds Alpha Vantage's own sentiment label alongside the VADER score.

Broad-spectrum news mentions across global outlets.

Mean VADER compound across all available messages, weighted equally per message.

STOCK Act disclosures aggregated from public filings. The home-page widget covers a curated universe plus today's trending tickers, merged by trade date.

Politician, party, state, action (buy/sell/exchange), amount range, trade date, filing date, and reporting gap (filing − trade).

Disclosure deadlines mean filings can lag the actual trade by 30+ days. "Most recent" here means most recently disclosed, not most recently transacted.

Year-over-year change in headline US CPI. Calculated as (latest − value 12 months prior) / value 12 months prior × 100.

U.S. headline unemployment rate, latest monthly value.

Constant-maturity yield, latest daily close.

Effective federal funds rate, latest monthly average.

CBOE Volatility Index, latest daily close.

Scheduled earnings date, EPS estimate, EPS actual, and surprise percent for the most recent and next quarters.

Recent 10-K, 10-Q, 8-K, and insider Form 4 filings linked to their EDGAR documents.

Calendar of US listings expected to price in the next 30 days. Each entry has a dedicated page showing the company, proposed ticker, exchange, price range, share count, and an estimated raise. Once trading begins under the assigned ticker, the full analysis page becomes available at that symbol.

European-style call/put price under the standard B-S assumptions: log-normal terminal price, constant volatility, no dividends in the basic form.

Sensitivity of option price to a $1 move in the underlying.

Rate of change of delta.

Sensitivity to a 1-percentage-point change in implied vol.

Daily time decay.

Sensitivity to a 1-percentage-point change in interest rates.

Cov(x, y) / (σ_x × σ_y) on aligned daily returns. Always in [−1, 1].

Cov(stock, benchmark) / Var(benchmark) on log returns.

Share of the stock's return variance explained by the benchmark.

Standard deviation of the difference between stock and benchmark returns, annualized.

Weighted blend of momentum (returns and trend strength), Monte Carlo upside probability, ML classifier probability, and sentiment. Reported on a 0–100 scale.

Each sub-score normalizes the underlying fundamentals or technicals into a 0–100 band so they can be compared. The overall card is the average of the four.