BIST Sustainability (Turkey) Price on April 1, 2024
| XUSRD Index | 14,548 156.96 1.07% |
Below is the normalized historical share price chart for BIST Sustainability extending back to November 05, 2014. 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 BIST Sustainability stands at 14,548, as last reported on the 27th of May, with the highest price reaching 14,731 and the lowest price hitting 14,529 during the day.
If you're considering investing in BIST Index, it is important to understand the factors that can impact its price. BIST Sustainability secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the index had a 0.24% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for BIST Sustainability, which you can use to evaluate the volatility of the entity. BIST Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.2382
| Best Portfolio | Best Equity | |||
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| Small Returns | XUSRD | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.51 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.36 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 18 82% of assets perform better |
Based on monthly moving average BIST Sustainability is performing at about 18% 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 BIST Sustainability by adding it to a well-diversified portfolio.
BIST Sustainability Valuation on April 1, 2024
It is possible to determine the worth of BIST Sustainability on a given historical date. On April 1, 2024 BIST was worth 12122.12 at the beginning of the trading date compared to the closed value of 12074.67. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of BIST Sustainability index. Still, in general, we apply an absolute valuation method to find BIST Sustainability'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 BIST Sustainability where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against BIST Sustainability's related companies.
| Open | High | Low | Close | Volume | |
| 11,991 | 12,030 | 11,887 | 11,982 | 2,120,451,813 | |
04/01/2024 | 12,122 | 12,144 | 11,786 | 12,075 | 2,566,044,286 |
| 12,110 | 12,217 | 11,870 | 11,932 | 2,673,018,460 |
| Backtest BIST Sustainability | | | BIST Sustainability History | Previous | Next |
BIST Sustainability Trading Date Momentum on April 1, 2024
| On April 02 2024 BIST Sustainability was traded for 11,932 at the closing time. The highest price during the trading period was 12,217 and the lowest recorded bid was listed for 11,870 . The volume for the day was 2.7 B. This history from April 2, 2024 contributed to the next trading day price decline. The trading price change to the next closing price was 1.18% . The overall trading delta to the current price is 6.72% . |
Price Boundaries
BIST Sustainability Period Price Range
Low | April 1, 2024
| High |
12,122 | 12,075 |
BIST Sustainability May 27, 2024 Market Strength
Market strength indicators help investors to evaluate how BIST Sustainability index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BIST Sustainability shares will generate the highest return on investment. By undertsting and applying BIST Sustainability index market strength indicators, traders can identify BIST Sustainability entry and exit signals to maximize returns
| Accumulation Distribution | 75.6 M | |||
| Daily Balance Of Power | (0.13) | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 11965.33 | |||
| Day Typical Price | 12001.77 | |||
| Price Action Indicator | 85.62 | |||
| Period Momentum Indicator | 2473.17 | |||
| Relative Strength Index | 76.51 |
BIST Sustainability Technical Drivers
BIST Sustainability May 27, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for BIST Sustainability's price direction in advance. Along with the technical and fundamental analysis of BIST Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of BIST 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 | 0.1307 | |||
| Mean Deviation | 1.15 | |||
| Semi Deviation | 0.6925 | |||
| Downside Deviation | 1.05 | |||
| Coefficient Of Variation | 467.49 | |||
| Standard Deviation | 1.47 | |||
| Variance | 2.15 | |||
| Information Ratio | 0.1812 | |||
| Total Risk Alpha | 0.2082 | |||
| Sortino Ratio | 0.254 | |||
| Maximum Drawdown | 6.8 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 3.3 | |||
| Downside Variance | 1.1 | |||
| Semi Variance | 0.4796 | |||
| Expected Short fall | (1.34) | |||
| Skewness | 0.9284 | |||
| Kurtosis | 1.02 |
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| Volatility Indicators | ||
| Volume Indicators |
Check out Your Current Watchlist 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 unemployment. Note that the BIST Sustainability information on this page should be used as a complementary analysis to other BIST Sustainability'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 FinTech Suite module to use AI to screen and filter profitable investment opportunities.