Market Health Overview
Market Health Overview
Comprehensive view of market health through drawdown and performance distributions.
Market Drawdown Analysis
Shows the percentage of stocks in different drawdown ranges. Drawdown is calculated as ((peak - current) / peak) × 100. Higher percentages in deeper drawdown ranges often indicate market stress or correction phases.
Market Performance Analysis
Displays the distribution of stocks across different performance ranges. Performance is measured as percentage returns from recent lows. Higher percentages in positive return ranges indicate broader market strength.
Median Drawdown Analysis
This chart shows the median drawdown value of all stocks over time. Median drawdown is a robust measure of market stress, representing the middle value of all stock drawdowns at each point in time. It helps to understand the typical drawdown experienced by the average stock, filtering out extreme outliers.