α52
Alpha 52
Where AI meets Quant
AXP
305.57
- 0.17%
American Express Company
Financial Services

Investment Metrics

Overall Rank

For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.

Color Key

4th Quartile
3rd Quartile
2nd Quartile
1st Quartile

Performance Metrics

Metric 3M 6M 1Y
Return 2.53% -1.57% 24.02%
Price Trend 0.36 0.66 0.48

Risk Metrics

Metric 3M 6M 1Y
Volatility 11.20% 26.51% 31.62%
Max Drawdown -10.32% -25.08% -28.74%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.13 -0.14 0.62
Calmar Ratio 0.25 -0.06 0.84
Sortino Ratio 0.19 -0.19 0.86
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