Cboe Volatility Index Index Price on October 9, 2024
| VIX Index | 14.69 0.88 6.37% |
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 14.69, as last reported on the 17th of December 2024, with the highest price reaching 14.69 and the lowest price hitting 13.99 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 -0.0224, which signifies that the index had a -0.0224% return per unit of risk over the last 3 months. CBOE Volatility Index exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. CBOE Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = -0.0224
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VIX |
Estimated Market Risk
| 6.26 actual daily | 55 55% of assets are less volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CBOE Volatility 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 CBOE Volatility by adding CBOE Volatility to a well-diversified portfolio.
CBOE Volatility Valuation on October 9, 2024
It is possible to determine the worth of CBOE Volatility on a given historical date. On October 9, 2024 CBOE was worth 21.98 at the beginning of the trading date compared to the closed value of 20.86. 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 | |
| 22.92 | 23.14 | 21.14 | 21.42 | 1.00 | |
10/09/2024 | 21.98 | 22.01 | 20.71 | 20.86 | 1.00 |
| 20.91 | 21.39 | 20.64 | 20.93 | 1.00 |
| Backtest CBOE Volatility | | | CBOE Volatility History | Previous | Next |
CBOE Volatility Trading Date Momentum on October 9, 2024
| On October 10 2024 CBOE Volatility Index was traded for 20.93 at the closing time. The highest price during the trading period was 21.39 and the lowest recorded bid was listed for 20.64 . There was no trading activity during the period 1.0. Lack of trading volume on October 10, 2024 contributed to the next trading day price growth. The trading price change to the next closing price was 0.34% . The overall trading delta to the current price is 9.97% . |
Price Boundaries
CBOE Volatility Period Price Range
Low | December 17, 2024
| High |
0.00 | 0.00 |
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CBOE Volatility December 17, 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 17, 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 | 0.0038 | |||
| Mean Deviation | 4.39 | |||
| Coefficient Of Variation | (14,421) | |||
| Standard Deviation | 6.23 | |||
| Variance | 38.85 | |||
| Information Ratio | (0.02) | |||
| Total Risk Alpha | (0.70) | |||
| Maximum Drawdown | 38.45 | |||
| Value At Risk | (6.78) | |||
| Potential Upside | 12.79 | |||
| Skewness | 0.3677 | |||
| Kurtosis | 2.1 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
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| Volatility Indicators | ||
| Volume Indicators |