Cboe Low Volatility Index Price on March 15, 2023
| LOVOL Index | 436.00 4.37 0.99% |
Below is the normalized historical share price chart for CBOE Low Volatility extending back to April 12, 2018. 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 Low stands at 436.00, as last reported on the 16th of April 2024, with the highest price reaching 443.63 and the lowest price hitting 435.26 during the day.
If you're considering investing in CBOE Index, it is important to understand the factors that can impact its price. CBOE Low Volatility secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the index had a 0.15% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for CBOE Low Volatility, 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 = 0.1487
| Best Portfolio | Best Equity | |||
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| Cash | LOVOL | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.5 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average CBOE Low is performing at about 11% 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 Low by adding it to a well-diversified portfolio.
CBOE Low Valuation on March 15, 2023
It is possible to determine the worth of CBOE Low on a given historical date. On March 15, 2023 CBOE was worth 377.57 at the beginning of the trading date compared to the closed value of 377.57. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of CBOE Low index. Still, in general, we apply an absolute valuation method to find CBOE Low'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 CBOE Low where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against CBOE Low's related companies.
| Open | High | Low | Close | Volume | |
| 375.98 | 378.27 | 374.97 | 377.84 | 1.00 | |
03/15/2023 | 377.57 | 377.57 | 377.57 | 377.57 | 1.00 |
| 380.90 | 380.90 | 380.90 | 380.90 | 1.00 |
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CBOE Low Trading Date Momentum on March 15, 2023
| On March 16 2023 CBOE Low Volatility was traded for 380.90 at the closing time. The highest price during the trading period was 380.90 and the lowest recorded bid was listed for 380.90 . There was no trading activity during the period 1.0. Lack of trading volume on March 16, 2023 contributed to the next trading day price growth. The trading delta at closing time to the next closing price was 0.88% . The overall trading delta to the current price is 0.97% . |
Price Boundaries
CBOE Low Period Price Range
Low | March 15, 2023
| High |
377.57 | 377.57 |
CBOE Low April 16, 2024 Market Strength
Market strength indicators help investors to evaluate how CBOE Low index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CBOE Low shares will generate the highest return on investment. By undertsting and applying CBOE Low index market strength indicators, traders can identify CBOE Low Volatility entry and exit signals to maximize returns
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 377.57 | |||
| Day Typical Price | 377.57 | |||
| Period Momentum Indicator | 58.43 |
CBOE Low Technical Drivers
CBOE Low April 16, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for CBOE Low'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 Performance | 0.0778 | |||
| Mean Deviation | 0.3718 | |||
| Semi Deviation | 0.3762 | |||
| Downside Deviation | 0.4858 | |||
| Coefficient Of Variation | 778.6 | |||
| Standard Deviation | 0.4915 | |||
| Variance | 0.2416 | |||
| Information Ratio | 9.0E-4 | |||
| Total Risk Alpha | 0.0118 | |||
| Sortino Ratio | 9.0E-4 | |||
| Maximum Drawdown | 2.63 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 0.8342 | |||
| Downside Variance | 0.236 | |||
| Semi Variance | 0.1415 | |||
| Expected Short fall | (0.40) | |||
| Skewness | (0.06) | |||
| Kurtosis | 0.6722 |
| Cycle Indicators | ||
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| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| 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 bureau of economic analysis. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.