LIGHTWAVE LOGIC
Free full Seasonality data:
LWLG vs SPY 1 Year Daily ReturnsLWLG has a beta of 1.21. In the past year, LWLG has been more volatile than the S&P500.
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LWLG Historical BetaSince 2024-07-19, the beta for LWLG changed by -1.14 and had an average of 1.94.
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LWLG Sharpe RatioLWLG has a 1 year sharpe of -0.63 which is -0.97 compared to the S&P500.
Display:
1y
Timeframe:
1y
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LWLG Daily P/L Normal DistributionLWLG has a P/L mean of -0.12% and a std dev of 6.25%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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LWLG 1 Year DrawdownLWLG had a max drawdown of 79.6% in the previous year.
1y
LWLG Yearly Drawdown DurationLWLG has an average drawdown duration of 53.83 days every year.