Sptsx 60 Index Index Price on November 25, 2024
SPTSX60 Index | 1,539 5.61 0.37% |
Below is the normalized historical share price chart for SPTSX 60 INDEX extending back to March 13, 2001. 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 SPTSX 60 stands at 1,539, as last reported on the 1st of December, with the highest price reaching 1,542 and the lowest price hitting 1,532 during the day.
If you're considering investing in SPTSX Index, it is important to understand the factors that can impact its price. SPTSX 60 INDEX owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.32, which indicates the index had a 0.32% return per unit of standard deviation over the last 3 months. We have found twenty-five technical indicators for SPTSX 60 INDEX, which you can use to evaluate the volatility of the index. SPTSX Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.3247
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | SPTSX60 | |||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
0.32 actual daily | 25 75% of assets perform better |
Based on monthly moving average SPTSX 60 is performing at about 25% 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 SPTSX 60 by adding it to a well-diversified portfolio.
SPTSX 60 Valuation on November 25, 2024
It is possible to determine the worth of SPTSX 60 on a given historical date. On November 25, 2024 SPTSX was worth 1526.16 at the beginning of the trading date compared to the closed value of 1522.66. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of SPTSX 60 index. Still, in general, we apply an absolute valuation method to find SPTSX 60'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 SPTSX 60 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against SPTSX 60's related companies.
Open | High | Low | Close | Volume | |
1,521 | 1,527 | 1,519 | 1,525 | 107,315,304 | |
11/25/2024 | 1,526 | 1,532 | 1,522 | 1,523 | 251,344,488 |
1,521 | 1,526 | 1,516 | 1,525 | 156,035,568 |
Backtest SPTSX 60 | | | SPTSX 60 History | Previous | Next |
SPTSX 60 Trading Date Momentum on November 25, 2024
On November 26 2024 SPTSX 60 INDEX was traded for 1,525 at the closing time. The highest price during the trading period was 1,526 and the lowest recorded bid was listed for 1,516 . The volume for the day was 156 M. This history from November 26, 2024 contributed to the next trading day price jump. The trading price change to the next closing price was 0.15% . The trading price change to the current price is 0.61% . |
Price Boundaries
SPTSX 60 Period Price Range
Low | December 1, 2024
| High |
0.00 | 0.00 |
SPTSX 60 INDEX cannot be verified against its exchange. Please verify the symbol is currently traded on INDX. 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.
SPTSX 60 December 1, 2024 Market Strength
Market strength indicators help investors to evaluate how SPTSX 60 index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SPTSX 60 shares will generate the highest return on investment. By undertsting and applying SPTSX 60 index market strength indicators, traders can identify SPTSX 60 INDEX entry and exit signals to maximize returns
SPTSX 60 Technical Drivers
SPTSX 60 December 1, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for SPTSX 60's price direction in advance. Along with the technical and fundamental analysis of SPTSX Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of SPTSX 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 | 0.228 | |||
Mean Deviation | 0.4032 | |||
Downside Deviation | 0.4856 | |||
Coefficient Of Variation | 328.7 | |||
Standard Deviation | 0.5233 | |||
Variance | 0.2738 | |||
Information Ratio | 0.0413 | |||
Total Risk Alpha | 0.0618 | |||
Sortino Ratio | 0.0445 | |||
Maximum Drawdown | 2.6 | |||
Value At Risk | (0.69) | |||
Potential Upside | 1.13 | |||
Downside Variance | 0.2358 | |||
Semi Variance | (0) | |||
Expected Short fall | (0.46) | |||
Skewness | (0.12) | |||
Kurtosis | 0.6838 |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |