Sp500 Vix Futures Index Price on November 27, 2024
| SPVIXETR | 18,956 103.34 0.55% |
Below is the normalized historical share price chart for SP500 VIX Futures extending back to December 27, 2012. 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 SP500 VIX stands at 18,956, as last reported on the 27th of December, with the highest price reaching 19,583 and the lowest price hitting 18,856 during the day.
If you're considering investing in SP500 Index, it is important to understand the factors that can impact its price. SP500 VIX Futures retains Efficiency (Sharpe Ratio) of -0.0564, which indicates the index had a -0.0564% return per unit of risk over the last 3 months. SP500 VIX exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. SP500 Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = -0.0564
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SPVIXETR |
Estimated Market Risk
| 2.69 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SP500 VIX is not performing at its full potential. However, 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 SP500 VIX by adding SP500 VIX to a well-diversified portfolio.
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SP500 VIX Valuation on November 27, 2024
It is possible to determine the worth of SP500 VIX on a given historical date. On November 27, 2024 SP500 was worth 19392.02 at the beginning of the trading date compared to the closed value of 19427.87. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of SP500 VIX index. Still, in general, we apply an absolute valuation method to find SP500 VIX'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 SP500 VIX where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against SP500 VIX's related companies.
| Open | High | Low | Close | Volume | |
| 19,482 | 19,650 | 19,303 | 19,390 | 1.00 | |
11/27/2024 | 19,392 | 19,622 | 19,348 | 19,428 | 1.00 |
| 19,433 | 19,433 | 19,161 | 19,253 | 1.00 |
| Backtest SP500 VIX | | | SP500 VIX History | Previous | Next |
SP500 VIX Trading Date Momentum on November 27, 2024
| On November 29 2024 SP500 VIX Futures was traded for 19,253 at the closing time. The highest price during the trading period was 19,433 and the lowest recorded bid was listed for 19,161 . There was no trading activity during the period 1.0. Lack of trading volume on November 29, 2024 contributed to the next trading day price decline. The trading price change to the next closing price was 0.90% . The trading price change to the current price is 0.65% . |
Price Boundaries
SP500 VIX Period Price Range
Low | December 27, 2024
| High |
0.00 | 0.00 |
SP500 VIX Futures 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.
SP500 VIX December 27, 2024 Market Strength
Market strength indicators help investors to evaluate how SP500 VIX index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SP500 VIX shares will generate the highest return on investment. By undertsting and applying SP500 VIX index market strength indicators, traders can identify SP500 VIX Futures entry and exit signals to maximize returns
SP500 VIX Technical Drivers
SP500 VIX December 27, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for SP500 VIX's price direction in advance. Along with the technical and fundamental analysis of SP500 Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of SP500 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 | (0.03) | |||
| Mean Deviation | 1.79 | |||
| Coefficient Of Variation | (2,428) | |||
| Standard Deviation | 2.66 | |||
| Variance | 7.1 | |||
| Information Ratio | (0.06) | |||
| Total Risk Alpha | (0.26) | |||
| Maximum Drawdown | 17.96 | |||
| Value At Risk | (4.63) | |||
| Potential Upside | 4.75 | |||
| Skewness | (0.29) | |||
| Kurtosis | 3.26 |
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| Volume Indicators |