PSI 20 (Portugal) Price on November 15, 2024
| PSI20 Index | 6,418 12.55 0.20% |
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 6,418, as last reported on the 30th of November, with the highest price reaching 6,431 and the lowest price hitting 6,381 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 -0.1, which implies the entity had a -0.1% return per unit of volatility over the last 3 months. PSI 20 Stock exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. PSI Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = -0.1011
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PSI20 |
Estimated Market Risk
| 0.79 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PSI 20 is not performing at its full potential. However, 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 PSI 20 to a well-diversified portfolio.
PSI 20 Valuation on November 15, 2024
It is possible to determine the worth of PSI 20 on a given historical date. On November 15, 2024 PSI was worth 6400.12 at the beginning of the trading date compared to the closed value of 6428.13. 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 | |
| 6,325 | 6,396 | 6,316 | 6,375 | 53,777,200 | |
11/15/2024 | 6,400 | 6,453 | 6,388 | 6,428 | 55,412,856 |
| 6,429 | 6,462 | 6,404 | 6,413 | 36,960,217 |
| Backtest PSI 20 | | | PSI 20 History | Previous | Next |
PSI 20 Trading Date Momentum on November 15, 2024
| On November 18 2024 PSI 20 Stock was traded for 6,413 at the closing time. The highest price during the trading period was 6,462 and the lowest recorded bid was listed for 6,404 . The volume for the day was 37 M. This history from November 18, 2024 contributed to the next trading day price decline. The trading delta at closing time to the next closing price was 0.23% . The trading delta at closing time to the current price is 0.19% . |
Price Boundaries
PSI 20 Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
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PSI 20 November 30, 2024 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 November 30, 2024 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 | (0.07) | |||
| Mean Deviation | 0.594 | |||
| Coefficient Of Variation | (1,038) | |||
| Standard Deviation | 0.7844 | |||
| Variance | 0.6153 | |||
| Information Ratio | (0.27) | |||
| Total Risk Alpha | (0.22) | |||
| Maximum Drawdown | 5.48 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 1.04 | |||
| Skewness | (0.58) | |||
| Kurtosis | 3.64 |
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