Cboe Volatility Index Index Price History

Indexes . USA . 
Index . CBOE Volatility Index
VIX Index   14.10  0.50  3.42%   
Below is the normalized historical share price chart for CBOE Volatility Index extending back to January 02, 1990. 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 Volatility stands at 14.10, as last reported on the 27th of November, with the highest price reaching 15.13 and the lowest price hitting 13.96 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 Volatility Index secures Sharpe Ratio (or Efficiency) of 0.0316, which signifies that the index had a 0.0316% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CBOE Volatility Index, 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 = 0.0316

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Estimated Market Risk

 7.89
  actual daily
70
70% of assets are less volatile

Expected Return

 0.25
  actual daily
4
96% of assets have higher returns

Risk-Adjusted Return

 0.03
  actual daily
2
98% of assets perform better
Based on monthly moving average CBOE Volatility is performing at about 2% 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 Volatility by adding it to a well-diversified portfolio.

CBOE Volatility Index Price History Chart

There are several ways to analyze CBOE Volatility price data. The simplest method is using a basic CBOE candlestick price chart, which shows CBOE Volatility price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
Highest PriceOctober 31, 202423.16
Lowest PriceNovember 13, 202414.02

CBOE Volatility November 27, 2024 Index Price Synopsis

Various analyses of CBOE Volatility's daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell CBOE Index. It can be used to describe the percentage change in the price of CBOE Volatility from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of CBOE Index.
CBOE Volatility Price Rate Of Daily Change 0.97 
CBOE Volatility Price Action Indicator(0.70)
CBOE Volatility Price Daily Balance Of Power(0.43)

CBOE Volatility November 27, 2024 Index Price Analysis

When benchmark price declines in a down market, there may be an uptick in CBOE Volatility price where buyers come in believing the asset is cheap or selling overdone. The opposite is true when the market is bullish. You can use CBOE Volatility intraday prices and daily technical indicators to check the level of noise trading in CBOE Volatility and then apply it to test your longer-term investment strategies against CBOE.

CBOE Index Price History Data

OpenHighLowCloseVolume
11/27/2024 14.28  15.13  13.96  14.10  1.00 
11/26/2024 14.95  15.03  13.88  14.10  1.00 
11/25/2024 15.23  15.72  14.54  14.60  1.00 
11/22/2024 16.67  17.56  15.24  15.24  1.00 
11/21/2024 17.10  17.99  15.73  16.87  1.00 
11/20/2024 16.19  18.79  16.04  17.16  1.00 
11/19/2024 15.44  17.93  15.37  16.35  1.00 
11/18/2024 16.60  17.00  15.35  15.58  1.00 
11/15/2024 15.02  17.55  14.56  16.14  1.00 
11/14/2024 14.17  14.32  13.59  14.31  1.00 
11/13/2024 15.09  15.26  13.77  14.02  1.00 
11/12/2024 15.09  15.37  14.69  14.71  1.00 
11/11/2024 15.33  15.56  14.89  14.97  1.00 
11/08/2024 15.13  15.33  14.66  14.94  1.00 
11/07/2024 15.86  15.86  15.13  15.20  1.00 
11/06/2024 16.06  16.82  15.44  16.27  1.00 
11/05/2024 21.98  22.06  20.20  20.49  1.00 
11/04/2024 22.50  23.07  21.73  21.98  1.00 
11/01/2024 22.96  23.09  21.16  21.88  1.00 
10/31/2024 21.44  23.42  21.12  23.16  1.00 
10/30/2024 19.33  20.44  19.30  20.35  1.00 
10/29/2024 19.75  20.53  19.06  19.34  1.00 
10/28/2024 19.11  19.88  18.91  19.80  1.00 
10/25/2024 19.22  20.51  18.23  20.33  1.00 
10/24/2024 18.87  20.24  18.63  19.08  1.00 
10/23/2024 18.21  20.47  18.18  19.24  1.00 
10/22/2024 18.79  19.44  18.05  18.20  1.00 
10/21/2024 18.78  19.34  18.36  18.37  1.00 
10/18/2024 19.30  19.32  17.99  18.03  1.00 
10/17/2024 19.55  19.65  18.88  19.11  1.00 
10/16/2024 20.77  21.01  19.45  19.58  1.00 
10/15/2024 19.61  20.89  19.44  20.64  1.00 
10/14/2024 20.86  20.86  19.69  19.70  1.00 
10/11/2024 20.87  21.16  20.14  20.46  1.00 
10/10/2024 20.91  21.39  20.64  20.93  1.00 
10/09/2024 21.98  22.01  20.71  20.86  1.00 
10/08/2024 22.92  23.14  21.14  21.42  1.00 
10/07/2024 20.76  23.03  20.65  22.64  1.00 
10/04/2024 20.48  20.48  18.48  19.21  1.00 
10/03/2024 19.63  20.75  19.16  20.49  1.00 
10/02/2024 19.65  20.36  18.58  18.90  1.00 
10/01/2024 16.96  20.73  16.61  19.26  1.00 
09/30/2024 17.01  17.79  16.47  16.73  1.00 
09/27/2024 15.64  16.97  15.20  16.96  1.00 
09/26/2024 15.06  15.83  14.90  15.37  1.00 
09/25/2024 15.82  15.82  15.17  15.41  1.00 
09/24/2024 15.87  16.67  15.27  15.39  1.00 
09/23/2024 16.71  16.95  15.75  15.89  1.00 
09/20/2024 16.35  16.68  15.81  16.15  1.00 
09/19/2024 17.21  17.27  16.21  16.33  1.00 
09/18/2024 17.58  19.39  17.11  18.23  1.00 
09/17/2024 17.16  18.08  16.67  17.61  1.00 
09/16/2024 17.16  17.69  16.91  17.14  1.00 
09/13/2024 17.03  17.18  16.23  16.56  1.00 
09/12/2024 17.62  18.59  16.89  17.07  1.00 
09/11/2024 19.41  21.41  17.55  17.69  1.00 
09/10/2024 19.86  20.74  18.90  19.08  1.00 
09/09/2024 21.32  21.41  19.29  19.45  1.00 
09/06/2024 21.98  23.76  18.83  22.38  1.00 
09/05/2024 20.75  21.53  19.21  19.90  1.00 
09/04/2024 23.20  23.31  19.34  21.32  1.00 

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CBOE Volatility Technical Drivers

CBOE Volatility November 27, 2024 Technical and Predictive Indicators

Predictive indicators are helping investors to find signals for CBOE Volatility'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 Performance0.0316
Mean Deviation5.58
Semi Deviation5.86
Downside Deviation6.11
Coefficient Of Variation3382.86
Standard Deviation7.92
Variance62.74
Information Ratio0.0131
Total Risk Alpha(1.02)
Sortino Ratio0.017
Maximum Drawdown53.84
Value At Risk(9.66)
Potential Upside13.81
Downside Variance37.38
Semi Variance34.34
Expected Short fall(7.05)
Skewness1.2
Kurtosis4.2
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