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US Stocks Valuations

Universe

Covers broad US market exposure, ranging from **Large Cap** (S&P 500, DJ30, Nasdaq 100) to **Small Cap** (Russell 2000) stocks. Data is updated daily.

Forward PE Ratio

Price-to-Earnings ratio based on estimated future earnings. A lower number suggests better value, while higher suggests growth expectations.

Volatility (Risk)

  • Hist Vol: Annualized realized volatility over the last 30 days.
  • ATM IV: Market's expectation of future volatility from options prices.

IV Premium

The spread between Implied and Historical Volatility.
+ Positive: Earnings/Event expected.
- Negative: Options are relatively cheap.

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