Cboe UK's market value is the price at which a share of Cboe UK trades on a public exchange. It measures the collective expectations of Cboe UK Consumer investors about its performance. Cboe UK is offered at 28806.66 as of the 20th of March 2025; that is 0.74% down since the beginning of the trading day. The index's lowest day price was 28591.21. With this module, you can estimate the performance of a buy and hold strategy of Cboe UK Consumer and determine expected loss or profit from investing in Cboe UK over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in persons.
Symbol
Cboe
Cboe UK 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Cboe UK's index what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Cboe UK.
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12/20/2024
No Change 0.00
0.0
In 3 months and 1 day
03/20/2025
0.00
If you would invest 0.00 in Cboe UK on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding Cboe UK Consumer or generate 0.0% return on investment in Cboe UK over 90 days.
Cboe UK Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Cboe UK's index current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Cboe UK Consumer upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cboe UK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cboe UK's standard deviation. In reality, there are many statistical measures that can use Cboe UK historical prices to predict the future Cboe UK's volatility.
Cboe UK Consumer secures Sharpe Ratio (or Efficiency) of -0.17, which signifies that the index had a -0.17 % return per unit of risk over the last 3 months. Cboe UK Consumer exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. The index shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Cboe UK are completely uncorrelated.
Auto-correlation
-0.83
Excellent reverse predictability
Cboe UK Consumer has excellent reverse predictability. Overlapping area represents the amount of predictability between Cboe UK time series from 20th of December 2024 to 3rd of February 2025 and 3rd of February 2025 to 20th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Cboe UK Consumer price movement. The serial correlation of -0.83 indicates that around 83.0% of current Cboe UK price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.83
Spearman Rank Test
-0.41
Residual Average
0.0
Price Variance
2.1 M
Cboe UK Consumer lagged returns against current returns
Autocorrelation, which is Cboe UK index's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Cboe UK's index expected returns. We can calculate the autocorrelation of Cboe UK returns to help us make a trade decision. For example, suppose you find that Cboe UK has exhibited high autocorrelation historically, and you observe that the index is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
Cboe UK regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Cboe UK index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cboe UK index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cboe UK index over time.
Current vs Lagged Prices
Timeline
Cboe UK Lagged Returns
When evaluating Cboe UK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cboe UK index have on its future price. Cboe UK autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Cboe UK autocorrelation shows the relationship between Cboe UK index current value and its past values and can show if there is a momentum factor associated with investing in Cboe UK Consumer.
Regressed Prices
Timeline
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