Cboe Sp 500 Index Price on October 29, 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.
 
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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 October 29, 2024

It is possible to determine the worth of CBOE SP on a given historical date. On October 29, 2024 CBOE was worth 4543.45 at the beginning of the trading date compared to the closed value of 4555.69. 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
  4,560    4,563    4,550    4,551    1.00  
10/29/2024
  4,543    4,565    4,536    4,556    1.00  
  4,552    4,567    4,543    4,544    1.00  
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Open Value
4543.45
4555.69
Closing Value
4,545
Upside

CBOE SP Trading Date Momentum on October 29, 2024

On October 30 2024 CBOE SP 500 was traded for  4,544  at the closing time. The highest price during the trading period was 4,567  and the lowest recorded bid was listed for  4,543 . There was no trading activity during the period 1.0. Lack of trading volume on October 30, 2024 contributed to the next trading day price decline. The overall trading delta to the next closing price was 0.26% . The overall trading delta to the current price is 2.49% .

Price Boundaries

CBOE SP Period Price Range

Low
December 14, 2024
0.00  NaN%
High

 0.00 

     

 0.00 

CBOE SP 500 cannot be verified against its exchange. Please verify the symbol is currently traded on INDX Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.

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 Performance0.1705
Mean Deviation0.3103
Semi Deviation0.236
Downside Deviation0.5295
Coefficient Of Variation414.47
Standard Deviation0.5012
Variance0.2512
Information Ratio0.0415
Total Risk Alpha0.0486
Sortino Ratio0.0393
Maximum Drawdown3.55
Value At Risk(0.70)
Potential Upside0.7796
Downside Variance0.2804
Semi Variance0.0557
Expected Short fall(0.34)
Skewness0.3677
Kurtosis6.72
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