Tsx Industrials Capped Index Price on March 27, 2023
| TTIN Index | 447.90 13.18 2.86% |
Below is the normalized historical share price chart for TSX Industrials Capped extending back to December 31, 1997. 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 TSX Industrials stands at 447.90, as last reported on the 25th of April, with the highest price reaching 461.45 and the lowest price hitting 447.12 during the day.
If you're considering investing in TSX Index, it is important to understand the factors that can impact its price. TSX Industrials Capped owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0932, which indicates the index had a 0.0932% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for TSX Industrials Capped, which you can use to evaluate the volatility of the index. TSX Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.0932
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| Cash | TTIN | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average TSX Industrials is performing at about 7% 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 TSX Industrials by adding it to a well-diversified portfolio.
TSX Industrials Valuation on March 27, 2023
It is possible to determine the worth of TSX Industrials on a given historical date. On March 27, 2023 TSX was worth 396.6 at the beginning of the trading date compared to the closed value of 396.73. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of TSX Industrials index. Still, in general, we apply an absolute valuation method to find TSX Industrials' 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 TSX Industrials where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against TSX Industrials' related companies.
| Open | High | Low | Close | Volume | |
| 393.58 | 396.02 | 391.57 | 395.83 | 11,076,249 | |
03/27/2023 | 396.60 | 398.06 | 395.52 | 396.73 | 8,518,763 |
| 396.34 | 400.12 | 395.96 | 396.95 | 10,637,868 |
| Backtest TSX Industrials | | | TSX Industrials History | Previous | Next |
TSX Industrials Trading Date Momentum on March 27, 2023
| On March 28 2023 TSX Industrials Capped was traded for 396.95 at the closing time. The highest price during the trading period was 400.12 and the lowest recorded bid was listed for 395.96 . The volume for the day was 10.6 M. This history from March 28, 2023 contributed to the next trading day price boost. The trading price change to the next closing price was 0.06% . The trading price change to the current price is 0.43% . |
Price Boundaries
TSX Industrials Period Price Range
Low | March 27, 2023
| High |
396.60 | 396.73 |
TSX Industrials April 25, 2024 Market Strength
Market strength indicators help investors to evaluate how TSX Industrials index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TSX Industrials shares will generate the highest return on investment. By undertsting and applying TSX Industrials index market strength indicators, traders can identify TSX Industrials Capped entry and exit signals to maximize returns
| Accumulation Distribution | 54357.78 | |||
| Daily Balance Of Power | 0.0512 | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 396.79 | |||
| Day Typical Price | 396.77 | |||
| Price Action Indicator | 0.005 | |||
| Period Momentum Indicator | 51.17 | |||
| Relative Strength Index | 39.18 |
TSX Industrials Technical Drivers
TSX Industrials April 25, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for TSX Industrials' price direction in advance. Along with the technical and fundamental analysis of TSX Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of TSX 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 | 0.1112 | |||
| Mean Deviation | 0.4746 | |||
| Semi Deviation | 0.3428 | |||
| Downside Deviation | 0.5239 | |||
| Coefficient Of Variation | 561.44 | |||
| Standard Deviation | 0.6321 | |||
| Variance | 0.3996 | |||
| Information Ratio | 0.0273 | |||
| Total Risk Alpha | 0.0161 | |||
| Sortino Ratio | 0.033 | |||
| Maximum Drawdown | 3.69 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 0.9725 | |||
| Downside Variance | 0.2745 | |||
| Semi Variance | 0.1175 | |||
| Expected Short fall | (0.54) | |||
| Skewness | 0.8427 | |||
| Kurtosis | 2.32 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Check out World Market Map 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 board of governors. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.