Cboe Volatility Index Index Price on September 12, 2024
| VIX Index | 24.09 3.53 12.78% |
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 24.09, as last reported on the 20th of December, with the highest price reaching 24.12 and the lowest price hitting 20.16 during the day.
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 0.1, which signifies that the index had a 0.1% return per unit of risk over the last 3 months. We were able to break down twenty-six different technical indicators, which can help you to evaluate if expected returns of 1.15% are justified by taking the suggested risk. CBOE Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.1015
| Best Portfolio | Best Equity | |||
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| Small Returns | VIX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 11.28 actual daily | 96 96% of assets are less volatile |
Expected Return
| 1.15 actual daily | 22 78% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average CBOE Volatility is performing at about 7% 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.
CBOE Volatility Valuation on September 12, 2024
It is possible to determine the worth of CBOE Volatility on a given historical date. On September 12, 2024 CBOE was worth 17.62 at the beginning of the trading date compared to the closed value of 17.07. 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 | |
| 19.41 | 21.41 | 17.55 | 17.69 | 1.00 | |
09/12/2024 | 17.62 | 18.59 | 16.89 | 17.07 | 1.00 |
| 17.03 | 17.18 | 16.23 | 16.56 | 1.00 |
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CBOE Volatility Trading Date Momentum on September 12, 2024
| On September 13 2024 CBOE Volatility Index was traded for 16.56 at the closing time. The highest price during the trading period was 17.18 and the lowest recorded bid was listed for 16.23 . There was no trading activity during the period 1.0. Lack of trading volume on September 13, 2024 contributed to the next trading day price decline. The trading price change to the next closing price was 2.99% . The overall trading delta to the current price is 2.11% . |
Price Boundaries
CBOE Volatility Period Price Range
Low | December 20, 2024
| High |
0.00 | 0.00 |
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CBOE Volatility December 20, 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 20, 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 Performance | 0.0885 | |||
| Mean Deviation | 5.93 | |||
| Semi Deviation | 4.76 | |||
| Downside Deviation | 5.31 | |||
| Coefficient Of Variation | 1001.83 | |||
| Standard Deviation | 11.07 | |||
| Variance | 122.64 | |||
| Information Ratio | 0.0968 | |||
| Total Risk Alpha | 0.7687 | |||
| Sortino Ratio | 0.2019 | |||
| Maximum Drawdown | 38.45 | |||
| Value At Risk | (6.78) | |||
| Potential Upside | 13.81 | |||
| Downside Variance | 28.19 | |||
| Semi Variance | 22.69 | |||
| Expected Short fall | (8.78) | |||
| Skewness | 4.5 | |||
| Kurtosis | 29.12 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |