SP 100's market value is the price at which a share of SP 100 trades on a public exchange. It measures the collective expectations of SP 100 investors about its performance. SP 100 is listed at 3203.60 as of the 16th of August 2025, which is a 0.19% down since the beginning of the trading day. The index's lowest day price was 3197.97. With this module, you can estimate the performance of a buy and hold strategy of SP 100 and determine expected loss or profit from investing in SP 100 over a given investment horizon. Check out Your Equity Center 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 inflation.
Symbol
OEX
SP 100 '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 SP 100'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 SP 100.
0.00
05/18/2025
No Change 0.00
0.0
In 3 months and 1 day
08/16/2025
0.00
If you would invest 0.00 in SP 100 on May 18, 2025 and sell it all today you would earn a total of 0.00 from holding SP 100 or generate 0.0% return on investment in SP 100 over 90 days.
SP 100 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 SP 100'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 SP 100 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 SP 100's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SP 100's standard deviation. In reality, there are many statistical measures that can use SP 100 historical prices to predict the future SP 100's volatility.
SP 100 retains Efficiency (Sharpe Ratio) of 0.24, which indicates the index had a 0.24 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for SP 100, which you can use to evaluate the volatility of the index. The entity owns a Beta (Systematic Risk) of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SP 100 are completely uncorrelated.
Auto-correlation
0.93
Excellent predictability
SP 100 has excellent predictability. Overlapping area represents the amount of predictability between SP 100 time series from 18th of May 2025 to 2nd of July 2025 and 2nd of July 2025 to 16th of August 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 SP 100 price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current SP 100 price fluctuation can be explain by its past prices.
Correlation Coefficient
0.93
Spearman Rank Test
0.78
Residual Average
0.0
Price Variance
1810.7
SP 100 lagged returns against current returns
Autocorrelation, which is SP 100 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 SP 100's index expected returns. We can calculate the autocorrelation of SP 100 returns to help us make a trade decision. For example, suppose you find that SP 100 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
SP 100 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 SP 100 index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SP 100 index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SP 100 index over time.
Current vs Lagged Prices
Timeline
SP 100 Lagged Returns
When evaluating SP 100's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SP 100 index have on its future price. SP 100 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, SP 100 autocorrelation shows the relationship between SP 100 index current value and its past values and can show if there is a momentum factor associated with investing in SP 100.
Regressed Prices
Timeline
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