Cboe Sp 500 Index Price on September 20, 2024
| BXMD Index | 4,746 6.52 0.14% |
Below is the normalized historical share price chart for CBOE SP 500 extending back to April 12, 2018. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of CBOE SP stands at 4,746, as last reported on the 14th of December 2024, with the highest price reaching 4,750 and the lowest price hitting 4,739 during the day.
If you're considering investing in CBOE Index, it is important to understand the factors that can impact its price. CBOE SP 500 secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the index had a 0.23% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for CBOE SP 500, which you can use to evaluate the volatility of the entity. CBOE Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.2285
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Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 17 83% of assets perform better |
Based on monthly moving average CBOE SP is performing at about 17% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CBOE SP by adding it to a well-diversified portfolio.
CBOE SP Valuation on September 20, 2024
It is possible to determine the worth of CBOE SP on a given historical date. On September 20, 2024 CBOE was worth 4456.64 at the beginning of the trading date compared to the closed value of 4456.64. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of CBOE SP index. Still, in general, we apply an absolute valuation method to find CBOE SP's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of CBOE SP where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against CBOE SP's related companies.
| Open | High | Low | Close | Volume | |
| 4,453 | 4,453 | 4,453 | 4,453 | 1.00 | |
09/20/2024 | 4,457 | 4,457 | 4,457 | 4,457 | 1.00 |
| 4,463 | 4,471 | 4,459 | 4,469 | 1.00 |
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CBOE SP Trading Date Momentum on September 20, 2024
| On September 23 2024 CBOE SP 500 was traded for 4,469 at the closing time. The highest price during the trading period was 4,471 and the lowest recorded bid was listed for 4,459 . There was no trading activity during the period 1.0. Lack of trading volume on September 23, 2024 contributed to the next trading day price boost. The overall trading delta to the next closing price was 0.27% . The overall trading delta to the current price is 0.89% . |
Price Boundaries
CBOE SP Period Price Range
Low | December 14, 2024
| High |
0.00 | 0.00 |
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CBOE SP December 14, 2024 Market Strength
Market strength indicators help investors to evaluate how CBOE SP index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CBOE SP shares will generate the highest return on investment. By undertsting and applying CBOE SP index market strength indicators, traders can identify CBOE SP 500 entry and exit signals to maximize returns
CBOE SP Technical Drivers
CBOE SP December 14, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for CBOE SP's price direction in advance. Along with the technical and fundamental analysis of CBOE Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of CBOE to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1705 | |||
| Mean Deviation | 0.3103 | |||
| Semi Deviation | 0.236 | |||
| Downside Deviation | 0.5295 | |||
| Coefficient Of Variation | 414.47 | |||
| Standard Deviation | 0.5012 | |||
| Variance | 0.2512 | |||
| Information Ratio | 0.0415 | |||
| Total Risk Alpha | 0.0486 | |||
| Sortino Ratio | 0.0393 | |||
| Maximum Drawdown | 3.55 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 0.7796 | |||
| Downside Variance | 0.2804 | |||
| Semi Variance | 0.0557 | |||
| Expected Short fall | (0.34) | |||
| Skewness | 0.3677 | |||
| Kurtosis | 6.72 |
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| Volume Indicators |