Philadelphia Semiconductor Index Index Price on January 21, 2025
| SOX Index | 5,016 14.68 0.29% |
Below is the normalized historical share price chart for Philadelphia Semiconductor Index extending back to May 04, 1994. 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 Philadelphia Semiconductor stands at 5,016, as last reported on the 1st of February, with the highest price reaching 5,162 and the lowest price hitting 5,000 during the day.
If you're considering investing in Philadelphia Index, it is important to understand the factors that can impact its price. Philadelphia Semiconductor maintains Sharpe Ratio (i.e., Efficiency) of 0.0171, which implies the entity had a 0.0171 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Philadelphia Semiconductor, which you can use to evaluate the volatility of the index. Philadelphia Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.0171
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SOX |
Estimated Market Risk
| 2.14 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Philadelphia Semiconductor is performing at about 1% 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 Philadelphia Semiconductor by adding it to a well-diversified portfolio.
Philadelphia Semiconductor Valuation on January 21, 2025
It is possible to determine the worth of Philadelphia Semiconductor on a given historical date. On January 21, 2025 Philadelphia was worth 5356.91 at the beginning of the trading date compared to the closed value of 5378.5. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Philadelphia Semiconductor index. Still, in general, we apply an absolute valuation method to find Philadelphia Semiconductor'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 Philadelphia Semiconductor where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Philadelphia Semiconductor's related companies.
| Open | High | Low | Close | Volume | |
| 5,290 | 5,320 | 5,252 | 5,310 | 1.00 | |
01/21/2025 | 5,357 | 5,425 | 5,308 | 5,378 | 1.00 |
| 5,437 | 5,525 | 5,434 | 5,469 | 1.00 |
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Philadelphia Semiconductor Trading Date Momentum on January 21, 2025
| On January 22 2025 Philadelphia Semiconductor Index was traded for 5,469 at the closing time. The highest price during the trading period was 5,525 and the lowest recorded bid was listed for 5,434 . There was no trading activity during the period 1.0. Lack of trading volume on January 22, 2025 contributed to the next trading day price growth. The trading price change to the next closing price was 1.69% . The trading delta at closing time to the current price is 5.95% . |
Price Boundaries
Philadelphia Semiconductor Period Price Range
Low | February 1, 2025
| High |
0.00 | 0.00 |
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Philadelphia Semiconductor February 1, 2025 Market Strength
Market strength indicators help investors to evaluate how Philadelphia Semiconductor index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Philadelphia Semiconductor shares will generate the highest return on investment. By undertsting and applying Philadelphia Semiconductor index market strength indicators, traders can identify Philadelphia Semiconductor Index entry and exit signals to maximize returns
Philadelphia Semiconductor Technical Drivers
Philadelphia Semiconductor February 1, 2025 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Philadelphia Semiconductor's price direction in advance. Along with the technical and fundamental analysis of Philadelphia Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of Philadelphia 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 | (0.01) | |||
| Mean Deviation | 1.66 | |||
| Coefficient Of Variation | (6,291) | |||
| Standard Deviation | 2.18 | |||
| Variance | 4.74 | |||
| Information Ratio | (0.05) | |||
| Total Risk Alpha | (0.22) | |||
| Maximum Drawdown | 12.51 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 2.84 | |||
| Skewness | (1.14) | |||
| Kurtosis | 3.34 |
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