PSI 20 (Portugal) Price on October 11, 2024
| PSI20 Index | 6,800 43.46 0.64% |
Below is the normalized historical share price chart for PSI 20 Stock extending back to December 31, 1992. 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 PSI 20 stands at 6,800, as last reported on the 1st of March, with the highest price reaching 6,835 and the lowest price hitting 6,757 during the day.
If you're considering investing in PSI Index, it is important to understand the factors that can impact its price. PSI 20 Stock maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the entity had a 0.16 % return per unit of volatility over the last 3 months. We have found twenty-five technical indicators for PSI 20 Stock, which you can use to evaluate the volatility of the index. PSI Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.1581
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| Cash | PSI20 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average PSI 20 is performing at about 12% 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 PSI 20 by adding it to a well-diversified portfolio.
PSI 20 Valuation on October 11, 2024
It is possible to determine the worth of PSI 20 on a given historical date. On October 11, 2024 PSI was worth 6684.06 at the beginning of the trading date compared to the closed value of 6756.08. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of PSI 20 index. Still, in general, we apply an absolute valuation method to find PSI 20'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 PSI 20 where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against PSI 20's related companies.
| Open | High | Low | Close | Volume | |
| 6,720 | 6,733 | 6,687 | 6,687 | 79,278,135 | |
10/11/2024 | 6,684 | 6,756 | 6,678 | 6,756 | 153,908,051 |
| 6,759 | 6,760 | 6,707 | 6,717 | 83,652,863 |
| Backtest PSI 20 | | | PSI 20 History | Previous | Next |
PSI 20 Trading Date Momentum on October 11, 2024
| On October 14 2024 PSI 20 Stock was traded for 6,717 at the closing time. The highest price during the trading period was 6,760 and the lowest recorded bid was listed for 6,707 . The volume for the day was 83.7 M. This history from October 14, 2024 contributed to the next trading day price decline. The trading delta at closing time to the next closing price was 0.58% . The trading delta at closing time to the current price is 1.28% . |
Price Boundaries
PSI 20 Period Price Range
Low | March 1, 2025
| High |
0.00 | 0.00 |
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PSI 20 March 1, 2025 Market Strength
Market strength indicators help investors to evaluate how PSI 20 index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PSI 20 shares will generate the highest return on investment. By undertsting and applying PSI 20 index market strength indicators, traders can identify PSI 20 Stock entry and exit signals to maximize returns
PSI 20 Technical Drivers
PSI 20 March 1, 2025 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for PSI 20's price direction in advance. Along with the technical and fundamental analysis of PSI Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of PSI 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 | 0.0968 | |||
| Mean Deviation | 0.5223 | |||
| Semi Deviation | 0.5894 | |||
| Downside Deviation | 0.7112 | |||
| Coefficient Of Variation | 754.37 | |||
| Standard Deviation | 0.6833 | |||
| Variance | 0.4669 | |||
| Information Ratio | 0.1516 | |||
| Total Risk Alpha | 0.1019 | |||
| Sortino Ratio | 0.1456 | |||
| Maximum Drawdown | 3.69 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.07 | |||
| Downside Variance | 0.5059 | |||
| Semi Variance | 0.3474 | |||
| Expected Short fall | (0.55) | |||
| Skewness | (0.42) | |||
| Kurtosis | 0.8805 |
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