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α52
Alpha 52
Where AI meets Quant
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Lumentum Holdings Inc.
Tech Hardware & Equipment

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 36.57% 258.60% 1014.77%
Price Trend 0.87 0.96 0.93

Risk Metrics

Metric 3M 6M 1Y
Volatility 52.09% 70.77% 83.09%
Max Drawdown -28.70% -28.70% -28.70%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.68 3.63 12.16
Calmar Ratio 1.27 9.01 35.36
Sortino Ratio 1.32 6.29 19.40
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