Sp500 Vix Futures Index Price History
SPVIXETR | 19,972 35.31 0.18% |
Below is the normalized historical share price chart for SP500 VIX Futures extending back to December 27, 2012. 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 SP500 VIX stands at 19,972, as last reported on the 15th of December 2024, with the highest price reaching 20,187 and the lowest price hitting 19,776 during the day.
If you're considering investing in SP500 Index, it is important to understand the factors that can impact its price. SP500 VIX Futures retains Efficiency (Sharpe Ratio) of -0.0493, which indicates the index had a -0.0493% return per unit of risk over the last 3 months. SP500 VIX exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. SP500 Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = -0.0493
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Negative Returns | SPVIXETR |
Estimated Market Risk
1.89 actual daily | 16 84% of assets are more volatile |
Expected Return
-0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SP500 VIX 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 SP500 VIX by adding SP500 VIX to a well-diversified portfolio.
SP500 VIX Index Price History Chart
There are several ways to analyze SP500 VIX price data. The simplest method is using a basic SP500 candlestick price chart, which shows SP500 VIX price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
Highest Price | October 7, 2024 | 23262.77 |
Lowest Price | December 3, 2024 | 19237.65 |
SP500 VIX December 15, 2024 Index Price Synopsis
Various analyses of SP500 VIX's daily price changes, such as its Balance Of Power or Price Action, are crucial when deciding whether to buy, hold, or sell SP500 Index. It can be used to describe the percentage change in the price of SP500 VIX from one trading day to the next and could be a valuable metric for traders and investors to gauge the volatility and momentum of SP500 Index.SP500 VIX Price Rate Of Daily Change | 1.00 | |
SP500 VIX Price Action Indicator | 8.00 | |
SP500 VIX Price Daily Balance Of Power | 0.09 |
SP500 VIX December 15, 2024 Index Price Analysis
SP500 Index Price History Data
Open | High | Low | Close | Volume | ||
12/15/2024 | 19,939 | 20,187 | 19,776 | 19,972 | ||
12/13/2024 | 19,939 | 20,187 | 19,776 | 19,972 | 1.00 | |
12/12/2024 | 19,859 | 20,111 | 19,800 | 19,937 | 1.00 | |
12/11/2024 | 19,843 | 19,978 | 19,513 | 19,856 | 1.00 | |
12/10/2024 | 19,830 | 19,889 | 19,608 | 19,840 | 1.00 | |
12/09/2024 | 19,554 | 19,892 | 19,495 | 19,827 | 1.00 | |
12/06/2024 | 19,781 | 19,844 | 19,431 | 19,546 | 1.00 | |
12/05/2024 | 19,451 | 19,803 | 19,451 | 19,779 | 1.00 | |
12/04/2024 | 19,240 | 19,461 | 19,103 | 19,449 | 1.00 | |
12/03/2024 | 19,275 | 19,515 | 19,158 | 19,238 | 1.00 | |
12/02/2024 | 19,260 | 19,329 | 19,145 | 19,273 | 1.00 | |
11/29/2024 | 19,433 | 19,433 | 19,161 | 19,253 | 1.00 | |
11/27/2024 | 19,392 | 19,622 | 19,348 | 19,428 | 1.00 | |
11/26/2024 | 19,482 | 19,650 | 19,303 | 19,390 | 1.00 | |
11/25/2024 | 19,828 | 19,938 | 19,453 | 19,479 | 1.00 | |
11/22/2024 | 20,115 | 20,235 | 19,761 | 19,820 | 1.00 | |
11/21/2024 | 20,232 | 20,488 | 19,815 | 20,113 | 1.00 | |
11/20/2024 | 20,018 | 20,492 | 19,664 | 20,229 | 1.00 | |
11/19/2024 | 19,761 | 20,663 | 19,719 | 20,016 | 1.00 | |
11/18/2024 | 20,220 | 20,220 | 19,632 | 19,759 | 1.00 | |
11/15/2024 | 19,725 | 20,559 | 19,725 | 20,213 | 1.00 | |
11/14/2024 | 19,661 | 19,797 | 19,376 | 19,722 | 1.00 | |
11/13/2024 | 19,751 | 20,009 | 19,583 | 19,659 | 1.00 | |
11/12/2024 | 19,669 | 20,042 | 19,567 | 19,748 | 1.00 | |
11/11/2024 | 19,770 | 19,770 | 19,504 | 19,667 | 1.00 | |
11/08/2024 | 19,956 | 19,997 | 19,716 | 19,762 | 1.00 | |
11/07/2024 | 20,339 | 20,412 | 19,872 | 19,954 | 1.00 | |
11/06/2024 | 21,372 | 21,372 | 19,740 | 20,336 | 1.00 | |
11/05/2024 | 22,160 | 22,201 | 21,321 | 21,370 | 1.00 | |
11/04/2024 | 22,616 | 22,722 | 21,965 | 22,157 | 1.00 | |
11/01/2024 | 22,663 | 22,741 | 22,092 | 22,607 | 1.00 | |
10/31/2024 | 21,635 | 22,668 | 21,612 | 22,660 | 1.00 | |
10/30/2024 | 21,296 | 21,676 | 21,296 | 21,633 | 1.00 | |
10/29/2024 | 21,329 | 21,499 | 21,147 | 21,294 | 1.00 | |
10/28/2024 | 21,989 | 21,989 | 21,217 | 21,326 | 1.00 | |
10/25/2024 | 21,428 | 22,058 | 21,157 | 21,981 | 1.00 | |
10/24/2024 | 21,595 | 21,981 | 21,294 | 21,426 | 1.00 | |
10/23/2024 | 20,913 | 21,881 | 20,913 | 21,593 | 1.00 | |
10/22/2024 | 20,967 | 21,345 | 20,873 | 20,910 | 1.00 | |
10/21/2024 | 21,055 | 21,492 | 20,964 | 20,964 | 1.00 | |
10/18/2024 | 21,465 | 21,465 | 21,044 | 21,047 | 1.00 | |
10/17/2024 | 21,579 | 21,758 | 21,391 | 21,463 | 1.00 | |
10/16/2024 | 21,730 | 21,836 | 21,485 | 21,577 | 1.00 | |
10/15/2024 | 21,542 | 21,798 | 21,237 | 21,727 | 1.00 | |
10/14/2024 | 22,075 | 22,183 | 21,462 | 21,539 | 1.00 | |
10/11/2024 | 22,272 | 22,514 | 22,018 | 22,067 | 1.00 | |
10/10/2024 | 22,211 | 22,535 | 22,046 | 22,269 | 1.00 | |
10/09/2024 | 22,596 | 22,739 | 22,173 | 22,209 | 1.00 | |
10/08/2024 | 23,266 | 23,366 | 22,477 | 22,593 | 1.00 | |
10/07/2024 | 22,091 | 23,337 | 21,907 | 23,263 | 1.00 | |
10/04/2024 | 22,673 | 22,673 | 21,949 | 22,083 | 1.00 | |
10/03/2024 | 22,137 | 22,733 | 22,103 | 22,670 | 1.00 | |
10/02/2024 | 22,186 | 22,609 | 21,950 | 22,135 | 1.00 | |
10/01/2024 | 21,344 | 22,558 | 21,232 | 22,184 | 1.00 | |
09/30/2024 | 21,650 | 21,905 | 21,326 | 21,341 | 1.00 | |
09/27/2024 | 21,041 | 21,659 | 20,945 | 21,642 | 1.00 | |
09/26/2024 | 21,057 | 21,137 | 20,711 | 21,038 | 1.00 | |
09/25/2024 | 20,863 | 21,090 | 20,804 | 21,054 | 1.00 | |
09/24/2024 | 20,971 | 21,256 | 20,750 | 20,861 | 1.00 | |
09/23/2024 | 20,898 | 21,139 | 20,692 | 20,968 | 1.00 | |
09/20/2024 | 20,773 | 20,994 | 20,639 | 20,890 | 1.00 |
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SP500 VIX Technical Drivers
SP500 VIX December 15, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for SP500 VIX's price direction in advance. Along with the technical and fundamental analysis of SP500 Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of SP500 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 | (0.03) | |||
Mean Deviation | 1.35 | |||
Coefficient Of Variation | (2,291) | |||
Standard Deviation | 1.87 | |||
Variance | 3.51 | |||
Information Ratio | (0.1) | |||
Total Risk Alpha | (0.32) | |||
Maximum Drawdown | 10.18 | |||
Value At Risk | (2.98) | |||
Potential Upside | 3.26 | |||
Skewness | 0.4323 | |||
Kurtosis | 1.05 |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |