Ice Treasury Core Index Price on November 22, 2024
| IDCOTCTR | 109.38 0.35 0.32% |
Below is the normalized historical share price chart for ICE Treasury Core extending back to December 30, 2005. 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 ICE Treasury stands at 109.38, as last reported on the 1st of December, with the highest price reaching 109.38 and the lowest price hitting 109.04 during the day.
If you're considering investing in ICE Index, it is important to understand the factors that can impact its price. ICE Treasury Core holds Efficiency (Sharpe) Ratio of -0.0466, which attests that the index had a -0.0466% return per unit of return volatility over the last 3 months. ICE Treasury Core exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. ICE Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = -0.0466
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | IDCOTCTR |
Estimated Market Risk
| 0.32 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ICE Treasury 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 ICE Treasury by adding ICE Treasury to a well-diversified portfolio.
ICE Treasury Valuation on November 22, 2024
It is possible to determine the worth of ICE Treasury on a given historical date. On November 22, 2024 ICE was worth 107.9 at the beginning of the trading date compared to the closed value of 107.91. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of ICE Treasury index. Still, in general, we apply an absolute valuation method to find ICE Treasury'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 ICE Treasury where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against ICE Treasury's related companies.
| Open | High | Low | Close | Volume | |
| 107.98 | 107.98 | 107.90 | 107.90 | 1.00 | |
11/22/2024 | 107.90 | 107.91 | 107.90 | 107.91 | 1.00 |
| 107.91 | 108.84 | 107.91 | 108.84 | 1.00 |
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ICE Treasury Trading Date Momentum on November 22, 2024
| On November 25 2024 ICE Treasury Core was traded for 108.84 at the closing time. The highest price during the trading period was 108.84 and the lowest recorded bid was listed for 107.91 . There was no trading activity during the period 1.0. Lack of trading volume on November 25, 2024 contributed to the next trading day price appreciation. The trading delta at closing time to the next closing price was 0.86% . The trading delta at closing time to the current price is 1.05% . |
Price Boundaries
ICE Treasury Period Price Range
Low | December 1, 2024
| High |
0.00 | 0.00 |
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ICE Treasury December 1, 2024 Market Strength
Market strength indicators help investors to evaluate how ICE Treasury index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ICE Treasury shares will generate the highest return on investment. By undertsting and applying ICE Treasury index market strength indicators, traders can identify ICE Treasury Core entry and exit signals to maximize returns
ICE Treasury Technical Drivers
ICE Treasury December 1, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for ICE Treasury's price direction in advance. Along with the technical and fundamental analysis of ICE Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of ICE 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 | (0.04) | |||
| Mean Deviation | 0.2191 | |||
| Coefficient Of Variation | (2,596) | |||
| Standard Deviation | 0.3199 | |||
| Variance | 0.1024 | |||
| Information Ratio | (0.47) | |||
| Total Risk Alpha | (0.08) | |||
| Maximum Drawdown | 1.68 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 0.498 | |||
| Skewness | (0.60) | |||
| Kurtosis | 2.52 |
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