Cboe Interest's market value is the price at which a share of Cboe Interest trades on a public exchange. It measures the collective expectations of Cboe Interest Rate investors about its performance. Cboe Interest is listed at 44.20 as of the 29th of July 2025, which is a 0.78 percent increase since the beginning of the trading day. The index's lowest day price was 43.92. With this module, you can estimate the performance of a buy and hold strategy of Cboe Interest Rate and determine expected loss or profit from investing in Cboe Interest 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.
Symbol
Cboe
Cboe Interest '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 Interest'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 Interest.
0.00
04/30/2025
No Change 0.00
0.0
In 2 months and 31 days
07/29/2025
0.00
If you would invest 0.00 in Cboe Interest on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding Cboe Interest Rate or generate 0.0% return on investment in Cboe Interest over 90 days.
Cboe Interest 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 Interest'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 Interest Rate 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 Interest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cboe Interest's standard deviation. In reality, there are many statistical measures that can use Cboe Interest historical prices to predict the future Cboe Interest's volatility.
Cboe Interest Rate secures Sharpe Ratio (or Efficiency) of 0.0858, which signifies that the index had a 0.0858 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Cboe Interest Rate, which you can use to evaluate the volatility of the entity. 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 Interest are completely uncorrelated.
Auto-correlation
-0.07
Very weak reverse predictability
Cboe Interest Rate has very weak reverse predictability. Overlapping area represents the amount of predictability between Cboe Interest time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th of July 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 Interest Rate price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Cboe Interest price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.07
Spearman Rank Test
0.21
Residual Average
0.0
Price Variance
0.45
Cboe Interest Rate lagged returns against current returns
Autocorrelation, which is Cboe Interest 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 Interest's index expected returns. We can calculate the autocorrelation of Cboe Interest returns to help us make a trade decision. For example, suppose you find that Cboe Interest 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 Interest 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 Interest index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cboe Interest index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cboe Interest index over time.
Current vs Lagged Prices
Timeline
Cboe Interest Lagged Returns
When evaluating Cboe Interest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cboe Interest index have on its future price. Cboe Interest 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 Interest autocorrelation shows the relationship between Cboe Interest index current value and its past values and can show if there is a momentum factor associated with investing in Cboe Interest Rate.
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.