Sp Tsx Composite Index Price on November 27, 2024
| GSPTSE Index | 25,391 97.62 0.38% |
Below is the normalized historical share price chart for SP TSX Composite extending back to June 29, 1979. 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 SP TSX stands at 25,391, as last reported on the 28th of November, with the highest price reaching 25,402 and the lowest price hitting 25,041 during the day.
If you're considering investing in GSPTSE Index, it is important to understand the factors that can impact its price. SP TSX Composite retains Efficiency (Sharpe Ratio) of 0.25, which indicates the index had a 0.25% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for SP TSX, which you can use to evaluate the volatility of the index. GSPTSE Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.2484
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| Cash | GSPTSE | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.54 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average SP TSX is performing at about 19% 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 SP TSX by adding it to a well-diversified portfolio.
SP TSX Valuation on November 27, 2024
It is possible to determine the worth of SP TSX on a given historical date. On November 27, 2024 GSPTSE was worth 25388.5 at the beginning of the trading date compared to the closed value of 25488.3. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of SP TSX index. Still, in general, we apply an absolute valuation method to find SP TSX'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 SP TSX where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against SP TSX's related companies.
| Open | High | Low | Close | Volume | |
| 25,392 | 25,437 | 25,288 | 25,405 | 274,999,500 | |
11/27/2024 | 25,388 | 25,525 | 25,385 | 25,488 | 201,383,600 |
| 25,077 | 25,402 | 25,041 | 25,391 | 0.00 |
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SP TSX Trading Date Momentum on November 27, 2024
| On November 28 2024 SP TSX Composite was traded for 25,391 at the closing time. The highest price during the trading period was 25,402 and the lowest recorded bid was listed for 25,041 . There was no trading activity during the period 0.0. Lack of trading volume on November 28, 2024 contributed to the next trading day price decline. The overall trading delta to the next closing price was 0.38% . The trading price change to the current price is 1.61% . |
Price Boundaries
SP TSX Period Price Range
Low | November 28, 2024
| High |
0.00 | 0.00 |
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SP TSX November 28, 2024 Market Strength
Market strength indicators help investors to evaluate how SP TSX index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SP TSX shares will generate the highest return on investment. By undertsting and applying SP TSX index market strength indicators, traders can identify SP TSX Composite entry and exit signals to maximize returns
SP TSX Technical Drivers
SP TSX November 28, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for SP TSX's price direction in advance. Along with the technical and fundamental analysis of GSPTSE Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of GSPTSE 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 | 0.2013 | |||
| Mean Deviation | 0.4336 | |||
| Semi Deviation | 0.2171 | |||
| Downside Deviation | 0.5092 | |||
| Coefficient Of Variation | 372.72 | |||
| Standard Deviation | 0.5553 | |||
| Variance | 0.3084 | |||
| Information Ratio | 0.0335 | |||
| Total Risk Alpha | 0.0515 | |||
| Sortino Ratio | 0.0365 | |||
| Maximum Drawdown | 2.59 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 1.08 | |||
| Downside Variance | 0.2593 | |||
| Semi Variance | 0.0471 | |||
| Expected Short fall | (0.51) | |||
| Skewness | (0.22) | |||
| Kurtosis | 0.5846 |
| Cycle Indicators | ||
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| Volatility Indicators | ||
| Volume Indicators |