SBF 120 (Netherlands) Price on September 27, 2024
| PX4GR Index | 15,227 106.37 0.70% |
Below is the normalized historical share price chart for SBF 120 Gross extending back to August 12, 2008. 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 SBF 120 stands at 15,227, as last reported on the 30th of November, with the highest price reaching 15,238 and the lowest price hitting 15,086 during the day.
If you're considering investing in SBF Index, it is important to understand the factors that can impact its price. SBF 120 Gross owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0843, which indicates the index had a -0.0843% return per unit of volatility over the last 3 months. SBF 120 Gross exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. SBF Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = -0.0843
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PX4GR |
Estimated Market Risk
| 0.89 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SBF 120 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 SBF 120 by adding SBF 120 to a well-diversified portfolio.
SBF 120 Valuation on September 27, 2024
It is possible to determine the worth of SBF 120 on a given historical date. On September 27, 2024 SBF was worth 16297.42 at the beginning of the trading date compared to the closed value of 16366.63. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of SBF 120 index. Still, in general, we apply an absolute valuation method to find SBF 120'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 SBF 120 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against SBF 120's related companies.
| Open | High | Low | Close | Volume | |
| 16,088 | 16,259 | 16,079 | 16,259 | 1.00 | |
09/27/2024 | 16,297 | 16,395 | 16,269 | 16,367 | 1.00 |
| 16,271 | 16,305 | 16,034 | 16,035 | 1.00 |
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SBF 120 Trading Date Momentum on September 27, 2024
| On September 30 2024 SBF 120 Gross was traded for 16,035 at the closing time. The highest price during the trading period was 16,305 and the lowest recorded bid was listed for 16,034 . There was no trading activity during the period 1.0. Lack of trading volume on September 30, 2024 contributed to the next trading day price decline. The trading delta at closing time to the next closing price was 2.02% . The trading price change to the current price is 2.75% . |
Price Boundaries
SBF 120 Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
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SBF 120 November 30, 2024 Market Strength
Market strength indicators help investors to evaluate how SBF 120 index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SBF 120 shares will generate the highest return on investment. By undertsting and applying SBF 120 index market strength indicators, traders can identify SBF 120 Gross entry and exit signals to maximize returns
SBF 120 Technical Drivers
SBF 120 November 30, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for SBF 120's price direction in advance. Along with the technical and fundamental analysis of SBF Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of SBF 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 | (0.06) | |||
| Mean Deviation | 0.7028 | |||
| Coefficient Of Variation | (1,223) | |||
| Standard Deviation | 0.8928 | |||
| Variance | 0.797 | |||
| Information Ratio | (0.24) | |||
| Total Risk Alpha | (0.23) | |||
| Maximum Drawdown | 4.9 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.18 | |||
| Skewness | 0.0203 | |||
| Kurtosis | 0.7636 |
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