XU100 retains Efficiency (Sharpe Ratio) of -0.0302 which attests that the index had -0.0302% of return per unit of risk over the last 3 months. Macroaxis approach towards determining risk of any index is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. XU100 exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away.
XU100 Valuation Near July 15, 2019
|Backtest XU100|||||XU100 History||Next|
XU100 Trading Date Momentum on July 15, 2019The event impact on price volatility cannot be determined at this time. Please check this event after some time to allow current data to be analyzed.
XU100 September 20, 2019 Market Strength
|Daily Balance Of Power||0.5782|
|Rate Of Daily Change||1.007697|
|Day Median Price||100501.015|
|Day Typical Price||100535.673333|
|Market Facilitation Index||1328.97|
|Price Action Indicator||488.205|
|Period Momentum Indicator||(470.36)|