Cboe Gold Volatitity Index Price on November 12, 2024
| GVZ Index | 16.37 0.17 1.03% |
If you're considering investing in CBOE Index, it is important to understand the factors that can impact its price. As of today, the current price of CBOE Gold stands at 16.37, as last reported on the 1st of December, with the highest price reaching 16.52 and the lowest price hitting 16.37 during the day. CBOE Gold Volatitity secures Sharpe Ratio (or Efficiency) of 0.0098, which signifies that the index had a 0.0098% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CBOE Gold Volatitity, which you can use to evaluate the volatility of the entity. CBOE Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.0098
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GVZ |
Estimated Market Risk
| 3.1 actual daily | 27 73% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CBOE Gold 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 Gold by adding CBOE Gold to a well-diversified portfolio.
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CBOE Gold Valuation on November 12, 2024
It is possible to determine the worth of CBOE Gold on a given historical date. On November 12, 2024 CBOE was worth 16.21 at the beginning of the trading date compared to the closed value of 16.25. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of CBOE Gold index. Still, in general, we apply an absolute valuation method to find CBOE Gold'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 Gold where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against CBOE Gold's related companies.
| Open | High | Low | Close | Volume | |
| 16.49 | 16.60 | 16.01 | 16.02 | 1.00 | |
11/12/2024 | 16.21 | 16.31 | 16.02 | 16.25 | 1.00 |
| 15.92 | 17.07 | 15.88 | 17.05 | 1.00 |
| Backtest CBOE Gold | | | CBOE Gold History | Previous | Next |
CBOE Gold Trading Date Momentum on November 12, 2024
| On November 13 2024 CBOE Gold Volatitity was traded for 17.05 at the closing time. The highest price during the trading period was 17.07 and the lowest recorded bid was listed for 15.88 . There was no trading activity during the period 1.0. Lack of trading volume on November 13, 2024 contributed to the next trading day price growth. The overall trading delta to the next closing price was 4.92% . The overall trading delta to the current price is 9.48% . |
Price Boundaries
CBOE Gold Period Price Range
Low | December 1, 2024
| High |
0.00 | 0.00 |
CBOE Gold Volatitity 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 Gold December 1, 2024 Market Strength
Market strength indicators help investors to evaluate how CBOE Gold 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 Gold shares will generate the highest return on investment. By undertsting and applying CBOE Gold index market strength indicators, traders can identify CBOE Gold Volatitity entry and exit signals to maximize returns
CBOE Gold Technical Drivers
CBOE Gold December 1, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for CBOE Gold'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 | 0.0151 | |||
| Mean Deviation | 2.25 | |||
| Semi Deviation | 3.05 | |||
| Downside Deviation | 3.21 | |||
| Coefficient Of Variation | 10166.58 | |||
| Standard Deviation | 3.1 | |||
| Variance | 9.61 | |||
| Information Ratio | (0.03) | |||
| Total Risk Alpha | (0.50) | |||
| Sortino Ratio | (0.03) | |||
| Maximum Drawdown | 18.7 | |||
| Value At Risk | (4.38) | |||
| Potential Upside | 4.92 | |||
| Downside Variance | 10.29 | |||
| Semi Variance | 9.32 | |||
| Expected Short fall | (2.43) | |||
| Skewness | (0.21) | |||
| Kurtosis | 2.22 |
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |