Subject of the day
^VIX
$14.63
▲ +0.08 (+0.5%)
| 52w hi | $31.05 |
|---|---|
| 52w lo | $13.47 |
| Vol | 0 |
| As of | Aug 13 |
Our score -0.39
| Short | -0.06 |
|---|---|
| Medium | -0.54 |
| Long | -0.77 |
computed 2026-08-12
CBOE Volatility Index
— · —
| Market cap | — |
|---|---|
| Enterprise value | — |
| Trailing P/E | — |
| Forward P/E | — |
| EV / EBITDA | — |
| P / S (ttm) | — |
| Profit margin | — |
| Return on equity | — |
| Revenue growth | — |
| Earnings growth | — |
| Debt / equity | — |
| Beta vs SPX | -7.27 |
|---|---|
| Corr SPX | -0.82 |
| Annual vol | 143.9% |
| Annual ret | +79.2% |
| Sharpe | 0.55 |
| Max DD | -74.3% |
Window: 504 trading days (503 obs)
| Layer | Raw | Contribution |
|---|---|---|
| Fundamental | +0.00 | |
| Sector | — | |
| Technical | -0.04 | |
| Earnings | +0.00 | |
| Sentiment | +0.00 |
macro × 1.00 · 2026-08-12
| Date | Open | High | Low | Close | Vol |
|---|---|---|---|---|---|
| Aug 13 | $14.68 | $14.80 | $14.39 | $14.63 | 0 |
| Aug 12 | $15.28 | $15.42 | $14.39 | $14.55 | 0 |
| Aug 11 | $15.42 | $15.61 | $15.23 | $15.28 | 0 |
| Aug 10 | $15.40 | $15.72 | $15.10 | $15.46 | 0 |
| Aug 7 | $15.30 | $15.36 | $14.77 | $14.90 | 0 |