A single Sharpe number hides how a stock's risk-adjusted returns drift with the market's regimes. Quantora rolls a 126-trading-day (~6-month) window across five years of daily returns to trace the annualized Sharpe ratio through time - so you can see when reward-per-unit-of-risk was strong, when it broke down, and where it stands today. Risk-free rate assumed at 4.0% annual. No login, free.
The rolling Sharpe uses a trailing 126-trading-day (~6-month) window: for each day it annualizes the window's mean daily return (×252), subtracts a 4.0% annual risk-free rate, and divides by the annualized standard deviation (daily std × √252). The percentile ranks today's reading against every 126-day window in the stock's own history. Sharpe assumes returns are roughly normal and is inherently noisy - a short window swings sharply and regimes shift, so a high reading can fade quickly. Past performance does not guarantee future results. Educational only - not investment advice.