Cboe Low Volatility Index Price on March 31, 2023
| LOVOL Index | 432.80 2.54 0.58% |
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 432.80, as last reported on the 18th of April 2024, with the highest price reaching 435.38 and the lowest price hitting 432.10 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 0.0848, which signifies that the index had a 0.0848% return per unit of risk over the last 3 months. We have found twenty-seven 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 = 0.0848
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | LOVOL |
Estimated Market Risk
| 0.49 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average CBOE Low is performing at about 6% 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 31, 2023
It is possible to determine the worth of CBOE Low on a given historical date. On March 31, 2023 CBOE was worth 385.12 at the beginning of the trading date compared to the closed value of 388.0. 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 | |
| 384.40 | 384.71 | 383.30 | 384.30 | 1.00 | |
03/31/2023 | 385.12 | 388.00 | 385.12 | 388.00 | 1.00 |
| 388.76 | 388.76 | 388.76 | 388.76 | 1.00 |
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CBOE Low Trading Date Momentum on March 31, 2023
| On April 03 2023 CBOE Low Volatility was traded for 388.76 at the closing time. The highest price during the trading period was 388.76 and the lowest recorded bid was listed for 388.76 . There was no trading activity during the period 1.0. Lack of trading volume on April 3, 2023 contributed to the next trading day price growth. The trading delta at closing time to the next closing price was 0.20% . The overall trading delta to the current price is 0.45% . |
Price Boundaries
CBOE Low Period Price Range
Low | March 31, 2023
| High |
385.12 | 388.00 |
CBOE Low April 18, 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
CBOE Low Technical Drivers
CBOE Low April 18, 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 | 0.0616 | |||
| Mean Deviation | 0.3836 | |||
| Semi Deviation | 0.4068 | |||
| Downside Deviation | 0.4821 | |||
| Coefficient Of Variation | 982.03 | |||
| Standard Deviation | 0.4986 | |||
| Variance | 0.2486 | |||
| Information Ratio | (0.01) | |||
| Total Risk Alpha | 0.0048 | |||
| Sortino Ratio | (0.01) | |||
| Maximum Drawdown | 2.63 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 0.8342 | |||
| Downside Variance | 0.2324 | |||
| Semi Variance | 0.1655 | |||
| Expected Short fall | (0.42) | |||
| Skewness | (0.01) | |||
| Kurtosis | 0.505 |
| Cycle Indicators | ||
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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 bureau of economic analysis. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.