Kosdaq Composite (Korea) Price on November 15, 2022
| KOSDAQ Index | 853.63 0.37 0.04% |
If you're considering investing in Kosdaq Index, it is important to understand the factors that can impact its price. As of today, the current price of Kosdaq Composite stands at 853.63, as last reported on the 26th of April, with the highest price reaching 862.80 and the lowest price hitting 853.00 during the day. Kosdaq Composite Index has Sharpe Ratio of 0.0673, which conveys that the entity had a 0.0673% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Kosdaq Composite, which you can use to evaluate the volatility of the index. Kosdaq Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.0673
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| Cash | KOSDAQ | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.09 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Kosdaq Composite is performing at about 5% 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 Kosdaq Composite by adding it to a well-diversified portfolio.
Kosdaq Composite Valuation on November 15, 2022
It is possible to determine the worth of Kosdaq Composite on a given historical date. On November 15, 2022 Kosdaq was worth 730.33 at the beginning of the trading date compared to the closed value of 744.96. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Kosdaq Composite index. Still, in general, we apply an absolute valuation method to find Kosdaq Composite'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 Kosdaq Composite where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Kosdaq Composite's related companies.
| Open | High | Low | Close | Volume | |
| 732.29 | 734.73 | 728.81 | 729.54 | 1,100,000,000 | |
11/15/2022 | 730.33 | 744.96 | 730.33 | 744.96 | 1,130,000,000 |
| 746.55 | 746.62 | 737.87 | 743.10 | 1,190,000,000 |
| Backtest Kosdaq Composite | | | Kosdaq Composite History | Previous | Next |
Kosdaq Composite Trading Date Momentum on November 15, 2022
| On November 16 2022 Kosdaq Composite Index was traded for 743.10 at the closing time. The highest price during the trading period was 746.62 and the lowest recorded bid was listed for 737.87 . The volume for the day was 1.2 B. This history from November 16, 2022 contributed to the next trading day price decline. The trading delta at closing time to the next closing price was 0.25% . The trading delta at closing time to the current price is 1.01% . |
Price Boundaries
Kosdaq Composite Period Price Range
Low | November 15, 2022
| High |
730.33 | 744.96 |
Kosdaq Composite April 26, 2024 Market Strength
Market strength indicators help investors to evaluate how Kosdaq Composite index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kosdaq Composite shares will generate the highest return on investment. By undertsting and applying Kosdaq Composite index market strength indicators, traders can identify Kosdaq Composite Index entry and exit signals to maximize returns
| Accumulation Distribution | 22.2 M | |||
| Daily Balance Of Power | 1.0 | |||
| Rate Of Daily Change | 1.02 | |||
| Day Median Price | 737.65 | |||
| Day Typical Price | 740.08 | |||
| Price Action Indicator | 14.63 | |||
| Period Momentum Indicator | 108.67 |
Kosdaq Composite Technical Drivers
Kosdaq Composite April 26, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Kosdaq Composite's price direction in advance. Along with the technical and fundamental analysis of Kosdaq Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of Kosdaq 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 | 0.0463 | |||
| Mean Deviation | 0.8165 | |||
| Semi Deviation | 0.9118 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 1486.95 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.19 | |||
| Information Ratio | (0.01) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.01) | |||
| Maximum Drawdown | 4.55 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 1.97 | |||
| Downside Variance | 1.02 | |||
| Semi Variance | 0.8314 | |||
| Expected Short fall | (0.96) | |||
| Skewness | 0.0055 | |||
| Kurtosis | 0.1806 |
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
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| Volatility Indicators | ||
| Volume Indicators |
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any index could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Kosdaq Composite Index information on this page should be used as a complementary analysis to other Kosdaq Composite's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.