Cboe Volatility Index Index Price on September 11, 2024

VIX Index   16.78  1.58  8.61%   
Below is the normalized historical share price chart for CBOE Volatility Index extending back to January 02, 1990. 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 Volatility stands at 16.78, as last reported on the 24th of December, with the highest price reaching 20.02 and the lowest price hitting 16.74 during the day.
 
Oil Shock
 
Dot-com Bubble
 
Housing Crash
 
Credit Downgrade
 
Yuan Drop
 
Covid
If you're considering investing in CBOE Index, it is important to understand the factors that can impact its price. CBOE Volatility Index secures Sharpe Ratio (or Efficiency) of 0.0584, which signifies that the index had a 0.0584% return per unit of risk over the last 3 months. By examining CBOE Volatility's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk.
CBOE Index price history is provided at the adjusted basis, taking into account all of the recent filings.

Sharpe Ratio = 0.0584

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Estimated Market Risk

 11.75
  actual daily
96
96% of assets are less volatile

Expected Return

 0.69
  actual daily
13
87% of assets have higher returns

Risk-Adjusted Return

 0.06
  actual daily
4
96% of assets perform better
Based on monthly moving average CBOE Volatility is performing at about 4% 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 Volatility by adding it to a well-diversified portfolio.

Related Headline

RCI Hospitality Headline on 11th of September 2024

Filed transaction by RCI Hospitality Holdings Director. Grant, award or other acquisition pursuant to Rule 16b-3(d)

CBOE Volatility Valuation on September 11, 2024

It is possible to determine the worth of CBOE Volatility on a given historical date. On September 11, 2024 CBOE was worth 19.41 at the beginning of the trading date compared to the closed value of 17.69. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of CBOE Volatility index. Still, in general, we apply an absolute valuation method to find CBOE Volatility'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 Volatility where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against CBOE Volatility's related companies.
 Open High Low Close Volume
  19.86    20.74    18.90    19.08    1.00  
09/11/2024
  19.41    21.41    17.55    17.69    1.00  
  17.62    18.59    16.89    17.07    1.00  
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Open Value
19.41
17.69
Closing Value
54.67
Upside

CBOE Volatility Trading Date Momentum on September 11, 2024

On September 12 2024 CBOE Volatility Index was traded for  17.07  at the closing time. The highest price during the trading period was 18.59  and the lowest recorded bid was listed for  16.89 . There was no trading activity during the period 1.0. Lack of trading volume on September 12, 2024 contributed to the next trading day price decline. The trading price change to the next closing price was 3.50% . The overall trading delta to the current price is 5.54% .

Price Boundaries

CBOE Volatility Period Price Range

Low
December 24, 2024
0.00  NaN%
High

 0.00 

     

 0.00 

CBOE Volatility Index 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 Volatility December 24, 2024 Market Strength

Market strength indicators help investors to evaluate how CBOE Volatility 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 Volatility shares will generate the highest return on investment. By undertsting and applying CBOE Volatility index market strength indicators, traders can identify CBOE Volatility Index entry and exit signals to maximize returns

CBOE Volatility Technical Drivers

CBOE Volatility December 24, 2024 Technical and Predictive Indicators

Predictive indicators are helping investors to find signals for CBOE Volatility'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 Performance0.0592
Mean Deviation6.16
Semi Deviation6.07
Downside Deviation6.67
Coefficient Of Variation1587.78
Standard Deviation11.53
Variance132.87
Information Ratio0.0601
Total Risk Alpha0.3789
Sortino Ratio0.1039
Maximum Drawdown86.82
Value At Risk(9.66)
Potential Upside13.81
Downside Variance44.49
Semi Variance36.84
Expected Short fall(8.78)
Skewness3.92
Kurtosis25.27
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