Cboe Global Markets Stock Market Value
| CBOE Stock | USD 213.26 2.28 1.08% |
| Symbol | Cboe |
Cboe Global Markets Price To Book Ratio
Is Financial Exchanges & Data space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Cboe Global. If investors know Cboe will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Cboe Global listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.062 | Dividend Share 2.28 | Earnings Share 7.34 | Revenue Per Share 37.547 | Quarterly Revenue Growth 0.162 |
The market value of Cboe Global Markets is measured differently than its book value, which is the value of Cboe that is recorded on the company's balance sheet. Investors also form their own opinion of Cboe Global's value that differs from its market value or its book value, called intrinsic value, which is Cboe Global's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cboe Global's market value can be influenced by many factors that don't directly affect Cboe Global's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cboe Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cboe Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cboe Global's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Cboe Global 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Cboe Global's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Cboe Global.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Cboe Global on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Cboe Global Markets or generate 0.0% return on investment in Cboe Global over 660 days. Cboe Global is related to or competes with CME, MarketAxess Holdings, Intercontinental, Allegion PLC, and Assurant. Cboe Global Markets, Inc., through its subsidiaries, operates as an options exchange worldwide More
Cboe Global Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Cboe Global's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Cboe Global Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 8.71 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.47 |
Cboe Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cboe Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cboe Global's standard deviation. In reality, there are many statistical measures that can use Cboe Global historical prices to predict the future Cboe Global's volatility.| Risk Adjusted Performance | 0.0262 | |||
| Jensen Alpha | 0.114 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.04) |
Cboe Global Markets Backtested Returns
At this point, Cboe Global is very steady. Cboe Global Markets secures Sharpe Ratio (or Efficiency) of 0.0207, which signifies that the company had a 0.0207% return per unit of risk over the last 3 months. We have found thirty technical indicators for Cboe Global Markets, which you can use to evaluate the volatility of the firm. Please confirm Cboe Global's Mean Deviation of 0.9915, risk adjusted performance of 0.0262, and Downside Deviation of 1.33 to double-check if the risk estimate we provide is consistent with the expected return of 0.0277%. Cboe Global has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cboe Global are expected to decrease at a much lower rate. During the bear market, Cboe Global is likely to outperform the market. Cboe Global Markets right now shows a risk of 1.34%. Please confirm Cboe Global Markets total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Cboe Global Markets will be following its price patterns.
Auto-correlation | 0.79 |
Good predictability
Cboe Global Markets has good predictability. Overlapping area represents the amount of predictability between Cboe Global time series from 4th of February 2023 to 31st of December 2023 and 31st of December 2023 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cboe Global Markets price movement. The serial correlation of 0.79 indicates that around 79.0% of current Cboe Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 210.63 |
Cboe Global Markets lagged returns against current returns
Autocorrelation, which is Cboe Global stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Cboe Global's stock expected returns. We can calculate the autocorrelation of Cboe Global returns to help us make a trade decision. For example, suppose you find that Cboe Global has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Cboe Global regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Cboe Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cboe Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cboe Global stock over time.
Current vs Lagged Prices |
| Timeline |
Cboe Global Lagged Returns
When evaluating Cboe Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cboe Global stock have on its future price. Cboe Global autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Cboe Global autocorrelation shows the relationship between Cboe Global stock current value and its past values and can show if there is a momentum factor associated with investing in Cboe Global Markets.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Cboe Global Markets is a strong investment it is important to analyze Cboe Global's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Cboe Global's future performance. For an informed investment choice regarding Cboe Stock, refer to the following important reports:Check out Cboe Global Correlation, Cboe Global Volatility and Cboe Global Alpha and Beta module to complement your research on Cboe Global. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Cboe Global technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.