Sptsx Dividend Aristocrats Index Price on November 29, 2024
GSPTXDV Index | 375.71 1.26 0.34% |
Below is the normalized historical share price chart for SPTSX Dividend Aristocrats extending back to May 15, 2008. 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 SPTSX Dividend stands at 375.71, as last reported on the 30th of November, with the highest price reaching 376.06 and the lowest price hitting 373.90 during the day.
If you're considering investing in SPTSX Index, it is important to understand the factors that can impact its price. SPTSX Dividend Arist owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.37, which indicates the index had a 0.37% return per unit of standard deviation over the last 3 months. We have found twenty-five technical indicators for SPTSX Dividend Aristocrats, which you can use to evaluate the volatility of the index. SPTSX Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.3743
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Estimated Market Risk
0.43 actual daily | 3 97% of assets are more volatile |
Expected Return
0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
0.37 actual daily | 29 71% of assets perform better |
Based on monthly moving average SPTSX Dividend is performing at about 29% 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 SPTSX Dividend by adding it to a well-diversified portfolio.
SPTSX Dividend Valuation on November 29, 2024
It is possible to determine the worth of SPTSX Dividend on a given historical date. On November 29, 2024 SPTSX was worth 373.9 at the beginning of the trading date compared to the closed value of 375.71. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of SPTSX Dividend index. Still, in general, we apply an absolute valuation method to find SPTSX Dividend'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 SPTSX Dividend where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against SPTSX Dividend's related companies.
Open | High | Low | Close | Volume | |
373.79 | 375.23 | 373.79 | 374.45 | 43,943,016 | |
11/29/2024 | 373.90 | 376.06 | 373.90 | 375.71 | 83,534,424 |
Backtest SPTSX Dividend | | | SPTSX Dividend History | Previous |
SPTSX Dividend Trading Date Momentum on November 29, 2024
On November 29 2024 SPTSX Dividend Aristocrats was traded for 375.71 at the closing time. The highest price during the trading period was 376.06 and the lowest recorded bid was listed for 373.90 . The volume for the day was 83.5 M. This history from November 29, 2024 did not result in any price rise and fall. The trading price change to the current price is 0.48% . |
Price Boundaries
SPTSX Dividend Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
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SPTSX Dividend November 30, 2024 Market Strength
Market strength indicators help investors to evaluate how SPTSX Dividend index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SPTSX Dividend shares will generate the highest return on investment. By undertsting and applying SPTSX Dividend index market strength indicators, traders can identify SPTSX Dividend Aristocrats entry and exit signals to maximize returns
SPTSX Dividend Technical Drivers
SPTSX Dividend November 30, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for SPTSX Dividend's price direction in advance. Along with the technical and fundamental analysis of SPTSX Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of SPTSX 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 | 0.2613 | |||
Mean Deviation | 0.3364 | |||
Downside Deviation | 0.4488 | |||
Coefficient Of Variation | 284.14 | |||
Standard Deviation | 0.4307 | |||
Variance | 0.1855 | |||
Information Ratio | 0.0325 | |||
Total Risk Alpha | 0.0697 | |||
Sortino Ratio | 0.0312 | |||
Maximum Drawdown | 2.08 | |||
Value At Risk | (0.64) | |||
Potential Upside | 0.876 | |||
Downside Variance | 0.2014 | |||
Semi Variance | (0.03) | |||
Expected Short fall | (0.38) | |||
Skewness | (0.34) | |||
Kurtosis | 0.0161 |
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