Luna Innovations Incorporated (LUNA)

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Luna Innovations Incorporated (LUNA) is up 13.0% since the beginning of the year. At $1 per share, LUNA is trading 25.7% below its 52-week high of $2. Investors who bought $1,000 worth of LUNA shares 5 years ago would now be looking at an investment worth $116.

Luna Innovations Incorporated (LUNA) has returned 13.04% so far this year and 73.33% over the past 12 months. Over the last ten years, LUNA has returned 0.39% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.

Based on dividend-adjusted daily data since Jun 5, 2006, LUNA's average daily return is +0.13%, while the average monthly return is +2.01%. At this rate, an investment would double in approximately 2.9 years.

Historically, 49% of months were positive and 51% were negative. The best month was Sep 2009 with a return of +277.2%, while the worst month was Jan 2025 at -63.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, LUNA closed higher 45% of trading days. The best single day was Sep 25, 2009 with a return of +94.6%, while the worst single day was Jan 6, 2025 at -56.6%.

Luna Innovations Incorporated has an annualized alpha of 31.03%, beta of 0.65, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since June 05, 2006.

• This stock participated in 137.94% of S&P 500 Index downside but only 67.59% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.65 may look defensive, but with R2 of 0.02 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
• R2 of 0.02 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

LUNA ranks 70 for risk / return — better than 70% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Luna Innovations Incorporated. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Luna Innovations Incorporated was 97.65%, occurring on Apr 17, 2025. The portfolio has not yet recovered.

The current Luna Innovations Incorporated drawdown is 89.84%.

The chart below shows the rolling one-month volatility.

The chart below illustrates the trends in the financial health of Luna Innovations Incorporated over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

The Valuation section provides an overview of how Luna Innovations Incorporated is priced in the market compared to other companies in the Scientific & Technical Instruments industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.