Cboe Low Volatility Index Price on December 4, 2024

LOVOL Index   498.76  2.60  0.52%   
Below is the normalized historical share price chart for CBOE Low Volatility extending back to April 12, 2018. 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 Low stands at 498.76, as last reported on the 12th of December 2024, with the highest price reaching 499.15 and the lowest price hitting 497.69 during the day.
 
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If you're considering investing in CBOE Index, it is important to understand the factors that can impact its price. CBOE Low Volatility secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the index had a 0.18% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for CBOE Low Volatility, 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 = 0.182

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Estimated Market Risk

 0.45
  actual daily
4
96% of assets are more volatile

Expected Return

 0.08
  actual daily
1
99% of assets have higher returns

Risk-Adjusted Return

 0.18
  actual daily
14
86% of assets perform better
Based on monthly moving average CBOE Low is performing at about 14% 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 CBOE Low by adding it to a well-diversified portfolio.

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CBOE Low Valuation on December 4, 2024

It is possible to determine the worth of CBOE Low on a given historical date. On December 4, 2024 CBOE was worth 497.69 at the beginning of the trading date compared to the closed value of 498.56. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of CBOE Low index. Still, in general, we apply an absolute valuation method to find CBOE Low'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 Low where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against CBOE Low's related companies.
 Open High Low Close Volume
  496.54    496.71    495.79    496.62    1.00  
12/04/2024
  497.69    498.68    497.21    498.56    1.00  
  498.64    499.01    497.93    497.98    1.00  
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Open Value
497.69
496.35
Downside
498.56
Closing Value
499.03
Upside

CBOE Low Trading Date Momentum on December 4, 2024

On December 05 2024 CBOE Low Volatility was traded for  497.98  at the closing time. The highest price during the trading period was 499.01  and the lowest recorded bid was listed for  497.93 . 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 decline. The trading delta at closing time to the next closing price was 0.12% . The overall trading delta to the current price is 0.17% .

Price Boundaries

CBOE Low Period Price Range

Low
December 12, 2024
0.00  NaN%
High

 0.00 

     

 0.00 

CBOE Low Volatility 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 Low December 12, 2024 Market Strength

Market strength indicators help investors to evaluate how CBOE Low 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 Low shares will generate the highest return on investment. By undertsting and applying CBOE Low index market strength indicators, traders can identify CBOE Low Volatility entry and exit signals to maximize returns

CBOE Low Technical Drivers

CBOE Low December 12, 2024 Technical and Predictive Indicators

Predictive indicators are helping investors to find signals for CBOE Low'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 Performance0.158
Mean Deviation0.308
Semi Deviation0.1833
Downside Deviation0.4473
Coefficient Of Variation440.19
Standard Deviation0.4477
Variance0.2004
Information Ratio(0.05)
Total Risk Alpha0.0208
Sortino Ratio(0.05)
Maximum Drawdown2.95
Value At Risk(0.48)
Potential Upside0.7092
Downside Variance0.2001
Semi Variance0.0336
Expected Short fall(0.33)
Skewness0.4736
Kurtosis5.07
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