K-Means clustering on (60d momentum, 20d vol). Data-driven regime separation vs heuristic threshold. State labels assigned by vol centroid ranking. Transition probabilities are empirical counts. Not investment advice.
Return Consistency
Monthly win rate · Average gain & loss · Gain-to-Pain ratio
Market sensitivity over time · β=1 moves with S&P · β>1 amplifies · β<0 inverts
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Risk-Reward Map
Volatility vs Return
1-year annualised · Asset vs S&P 500 benchmark
Annual Returns Calendar
Calendarised Performance
Year-by-year return · Full history
Monthly Returns Heatmap
Monthly Return Heatmap
Each cell = one calendar month · Colour intensity = magnitude
Rolling Returns
Rolling Return Windows
1M · 3M · 6M rolling windows
1-Month
3-Month
6-Month
Performance Attribution vs S&P 500
Alpha · Information Ratio · Capture Ratios
1-year daily returns · Benchmarked against S&P 500 · Skill vs beta decomposition
Monthly Return Seasonality
Average Return by Calendar Month
Historical mean ± 1σ · Green = historically positive · Red = historically negative
Positive avg month
Negative avg month
±1σ range
⚠ Seasonality patterns are based on limited samples (typically 5–15 years = 5–15 data points per month). Statistical significance is low. The ±1σ bands indicate variability — wide bands suggest unreliable averages. Do not rely on seasonality alone for timing decisions.
Bull: g+200bps, margin+150bps, WACC-50bps. Bear: g-200bps, margin-150bps, WACC+50bps. Recession: g-800bps, margin-400bps, WACC+100bps. Uses 2-stage EPS DCF; not a forecast.
Analyst Consensus · Target price range · Recent recommendation changes
ANALYST CONSENSUS
Street consensus · Bear / Base / Bull target range · Recent changes
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Price Target Range
—Mean ——
Recent Recommendation Changes
Date
Firm
Action
From
To
Target
Valuation Multiples
Multiples vs Sector & History
Current multiple · Sector median · Est. hist. avg · Relative verdict · Sector data: 2024-Q4 (estimated)
Metric
This Asset
Sector Median
Est. hist. avg
vs Sector
Load an asset to see valuation multiples
Relative Valuation Context
Position vs Sector & History
Visual positioning — where does this asset sit relative to peers?
Peer Comparables
Comparable Companies
Sector peers · Fundamental ranking · Click ticker to analyse
Ticker
Name
P/E
Fwd P/E
EV/EBITDA
Op. Mgn
1Y Ret
Mkt Cap
Rank
Load an asset to see peer comparables
Consensus Estimates & Revision Breadth
Analyst Consensus
EPS estimates · Revision breadth · Beat/miss history
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NTM EPS
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Bull / Bear
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— spread
Revisions
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7d / 30d
Beat Rate
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Quarterly EPS — Actuals vs Estimates
Beat
Miss
Actual
Estimate
NTM Forward
Analyst Revisions
Rolling P/E Ratio History
A.L. Capital · Valuation History
Trailing P/E Ratio — Historical Range
Quarterly TTM EPS · Mean ± 1σ · Self-relative valuation
Price Target & Fair Value
Analyst Price Target Model
Street consensus · Bear / Base / Bull scenarios
DCF Intrinsic Value Model
2-Stage Discounted Cash Flow
Adjust assumptions · Live recalculation
EPS (FWD)
Growth Yr 1-5
%
Terminal Growth
%
Ke / Discount Rate
%
⚠ DCF is highly sensitive to terminal assumptions. Bear = ½ stage-1 growth + 2% higher Ke. Bull = 1.5× growth + 1% lower Ke. Illustrative only — not investment advice.
DCF Advisory Note
Wealth Projection — Probability Fan Chart
50% Confidence
P25–P75 · Central outcome range · Gold
75% Confidence
P12.5–P87.5 · Amber probability cone
90% Confidence
P5–P95 · Outer tails · Red
Monte Carlo Wealth Projection
GBM simulation · 3,000 scenarios · Probability fan chart
⚠ GBM simulation. Drift options: Historical CAGR = past return extrapolated (may overstate for momentum stocks); Risk-Free Rate = conservative baseline; Zero = pure volatility scenario. GBM assumes constant volatility and log-normal returns — actual distributions exhibit fat tails and volatility clustering. Not a forecast.
Extreme inflow > 80 · Distribution < 20 · Last 60 sessions
Informed Trade Intensity · Kyle's λ Proxy
Informed Trade Intensity (Kyle's λ Proxy)
|ΔP|/Volume normalised vs 60-day rolling mean · Higher = larger price impact per unit volume
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Proxy: |Close − Open| ÷ Volume, normalised vs 60-day rolling average. Values >1 indicate above-average price impact per unit volume — consistent with informed order flow. True PIN (Easley-O'Hara 1992) requires signed intraday trade data not available from daily OHLCV; this is an approximation only.
Accumulation Character · Intraday Strength on High-Volume Sessions
Intraday Strength Index
Mean (Close−Low)/(High−Low) on sessions where RVOL ≥ 1.5× · Last 20 qualifying sessions
Methodology: Each high-volume session (RVOL ≥ 1.5× 20-day ADV) is scored as
(Close − Low) ÷ (High − Low) — the closing-range bar score from Volume Spread Analysis. A value near 1.0 indicates the stock closed near its intraday high on elevated volume — consistent with passive institutional accumulation absorbing supply at the bid. A value near 0.0 indicates fade from intraday highs — consistent with distribution into late-session retail demand. Method: Wyckoff (1937, The Richard D. Wyckoff Method of Trading and Investing in Stocks) and Williams (1993, The Undeclared Secrets That Drive the Stock Market, Volume Spread Analysis). Threshold 1.5× RVOL isolates sessions with meaningful capital participation; 20-session lookback balances signal stability against responsiveness to regime change.
IC = Pearson ρ(signal[t], return[t+h]). IR = mean(IC_rolling_63d)/std. Backtest uses 504 calendar days (~2yr). No transaction costs, no slippage, no look-ahead. Informational only — past IC does not guarantee future predictive power.
MACD (12, 26, 9)
Histogram · Signal · MACD line
Bollinger Bands (20, ±2σ)
Upper/Lower = mean ± 2 std devs
Relative Strength vs S&P 500
Price Ratio Chart
Asset ÷ S&P 500 · Both indexed to 100 · Rising line = outperformance
Asset
S&P 500
RS Ratio
Upcoming Events & Calendar
Events & Key Dates
Next earnings · Ex-dividend · Implied move · Corporate events
Exposure Map
Geographic revenue mix · Business segments · Primary currency
Financial Overview
Total Revenue
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Annual · TTM
Net Income
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Annual · TTM
Free Cash Flow
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Annual · Operating – Capex
Earnings & EPS Growth
A.L. Capital · Financial momentum
Earnings power through time
Quarterly and annual EPS / earnings trajectory with a synchronized growth line.
Key Statistics
Valuation & Fundamentals
Source: Yahoo Finance · Most recent available data
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