Stock Exchange's market value is the price at which a share of Stock Exchange trades on a public exchange. It measures the collective expectations of Stock Exchange Of investors about its performance. Stock Exchange is listed at 1427.54 as of the 30th of November 2024, which is a 0.03 percent decrease since the beginning of the trading day. The index's lowest day price was 1422.88. With this module, you can estimate the performance of a buy and hold strategy of Stock Exchange Of and determine expected loss or profit from investing in Stock Exchange over a given investment horizon. Check out World Market Map 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 gross domestic product.
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Stock
Stock Exchange '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 Stock Exchange'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 Stock Exchange.
0.00
06/03/2024
No Change 0.00
0.0
In 5 months and 30 days
11/30/2024
0.00
If you would invest 0.00 in Stock Exchange on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Stock Exchange Of or generate 0.0% return on investment in Stock Exchange over 180 days.
Stock Exchange 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 Stock Exchange'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 Stock Exchange Of 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 Stock Exchange's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stock Exchange's standard deviation. In reality, there are many statistical measures that can use Stock Exchange historical prices to predict the future Stock Exchange's volatility.
Stock Exchange owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the index had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Stock Exchange Of, which you can use to evaluate the volatility of the index. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Stock Exchange are completely uncorrelated.
Auto-correlation
-0.29
Weak reverse predictability
Stock Exchange Of has weak reverse predictability. Overlapping area represents the amount of predictability between Stock Exchange time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stock Exchange price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Stock Exchange price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.29
Spearman Rank Test
-0.04
Residual Average
0.0
Price Variance
692.95
Stock Exchange lagged returns against current returns
Autocorrelation, which is Stock Exchange 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 Stock Exchange's index expected returns. We can calculate the autocorrelation of Stock Exchange returns to help us make a trade decision. For example, suppose you find that Stock Exchange 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
Stock Exchange 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 Stock Exchange index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stock Exchange index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stock Exchange index over time.
Current vs Lagged Prices
Timeline
Stock Exchange Lagged Returns
When evaluating Stock Exchange's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stock Exchange index have on its future price. Stock Exchange 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, Stock Exchange autocorrelation shows the relationship between Stock Exchange index current value and its past values and can show if there is a momentum factor associated with investing in Stock Exchange Of.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.