Cboe Crude Oil Index Price on October 11, 2024
| OVX Index | 29.67 1.24 4.36% |
If you're considering investing in CBOE Index, it is important to understand the factors that can impact its price. As of today, the current price of CBOE Crude stands at 29.67, as last reported on the 26th of March, with the highest price reaching 30.99 and the lowest price hitting 26.48 during the day. CBOE Crude Oil secures Sharpe Ratio (or Efficiency) of 0.0413, which signifies that the index had a 0.0413 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CBOE Crude Oil, 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 = 0.0413
| Best Portfolio | Best Equity | |||
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| Small Returns | OVX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 9.09 actual daily | 81 81% of assets are less volatile |
Expected Return
| 0.38 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average CBOE Crude is performing at about 3% 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 Crude by adding it to a well-diversified portfolio.
CBOE Crude Valuation on October 11, 2024
It is possible to determine the worth of CBOE Crude on a given historical date. On October 11, 2024 CBOE was worth 52.94 at the beginning of the trading date compared to the closed value of 52.68. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of CBOE Crude index. Still, in general, we apply an absolute valuation method to find CBOE Crude'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 Crude where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against CBOE Crude's related companies.
| Open | High | Low | Close | Volume | |
| 48.36 | 53.64 | 48.36 | 52.36 | 1.00 | |
10/11/2024 | 52.94 | 53.40 | 48.87 | 52.68 | 1.00 |
| 50.95 | 52.93 | 50.05 | 51.62 | 1.00 |
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CBOE Crude Trading Date Momentum on October 11, 2024
| On October 14 2024 CBOE Crude Oil was traded for 51.62 at the closing time. The highest price during the trading period was 52.93 and the lowest recorded bid was listed for 50.05 . There was no trading activity during the period 1.0. Lack of trading volume on October 14, 2024 contributed to the next trading day price decline. The trading delta at closing time to the next closing price was 2.01% . The overall trading delta to the current price is 8.68% . |
Price Boundaries
CBOE Crude Period Price Range
Low | March 26, 2025
| High |
0.00 | 0.00 |
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CBOE Crude March 26, 2025 Market Strength
Market strength indicators help investors to evaluate how CBOE Crude 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 Crude shares will generate the highest return on investment. By undertsting and applying CBOE Crude index market strength indicators, traders can identify CBOE Crude Oil entry and exit signals to maximize returns
CBOE Crude Technical Drivers
CBOE Crude March 26, 2025 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for CBOE Crude'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 | 0.0439 | |||
| Mean Deviation | 6.49 | |||
| Semi Deviation | 7.73 | |||
| Downside Deviation | 8.16 | |||
| Coefficient Of Variation | 2424.18 | |||
| Standard Deviation | 9.09 | |||
| Variance | 82.66 | |||
| Information Ratio | 0.0398 | |||
| Total Risk Alpha | 0.3347 | |||
| Sortino Ratio | 0.0444 | |||
| Maximum Drawdown | 48.43 | |||
| Value At Risk | (12.29) | |||
| Potential Upside | 17.82 | |||
| Downside Variance | 66.54 | |||
| Semi Variance | 59.71 | |||
| Expected Short fall | (7.08) | |||
| Skewness | 0.6966 | |||
| Kurtosis | 1.45 |
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |