Russell Investments Global Fund Price on December 4, 2024
0P0000YW39 | 16.38 0.12 0.73% |
If you're considering investing in Russell Fund, it is important to understand the factors that can impact its price. As of today, the current price of Russell Investments stands at 16.38, as last reported on the 11th of December 2024, with the highest price reaching 16.38 and the lowest price hitting 16.38 during the day. At this stage we consider Russell Fund to be very steady. Russell Investments maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the entity had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Russell Investments, which you can use to evaluate the volatility of the fund. Please check Russell Investments' Coefficient Of Variation of 880.28, risk adjusted performance of 0.0787, and Semi Deviation of 0.4573 to confirm if the risk estimate we provide is consistent with the expected return of 0.0617%.
Russell Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Russell |
Sharpe Ratio = 0.1136
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | ||||
Cash | 0P0000YW39 | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
0.54 actual daily | 4 96% of assets are more volatile |
Expected Return
0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Russell Investments is performing at about 8% 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 Russell Investments by adding it to a well-diversified portfolio.
Russell Investments Valuation on December 4, 2024
It is possible to determine the worth of Russell Investments on a given historical date. On December 4, 2024 Russell was worth 16.52 at the beginning of the trading date compared to the closed value of 16.52. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Russell Investments fund. Still, in general, we apply an absolute valuation method to find Russell Investments' 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 Russell Investments where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Russell Investments' related companies.
Open | High | Low | Close | Volume | |
16.53 | 16.53 | 16.53 | 16.53 | 1.00 | |
12/04/2024 | 16.52 | 16.52 | 16.52 | 16.52 | 1.00 |
16.64 | 16.64 | 16.64 | 16.64 | 1.00 |
Backtest Russell Investments | | | Russell Investments History | Previous | Next |
Russell Investments Trading Date Momentum on December 4, 2024
On December 05 2024 Russell Investments Global was traded for 16.64 at the closing time. The highest price during the trading period was 16.64 and the lowest recorded bid was listed for 16.64 . There was no trading activity during the period 1.0. Lack of trading volume on December 5, 2024 contributed to the next trading day price jump. The daily price change to the next closing price was 0.73% . The trading delta at closing time to the current price is 0.85% . |
Price Boundaries
Russell Investments Period Price Range
Low | December 11, 2024
| High |
0.00 | 0.00 |
Russell Investments Global cannot be verified against its exchange. Please verify the symbol is currently traded on Toronto 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.
Russell Investments December 11, 2024 Market Strength
Market strength indicators help investors to evaluate how Russell Investments fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Russell Investments shares will generate the highest return on investment. By undertsting and applying Russell Investments fund market strength indicators, traders can identify Russell Investments Global entry and exit signals to maximize returns
Russell Investments Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Russell Investments' price direction in advance. Along with the technical and fundamental analysis of Russell Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Russell 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 | 0.0787 | |||
Jensen Alpha | 0.0463 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.11) | |||
Treynor Ratio | 1.1 |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
Equity Valuation Check real value of public entities based on technical and fundamental data | |
Economic Indicators Top statistical indicators that provide insights into how an economy is performing |