Budapest (Hungary) Price on December 4, 2023

BUX Index   65,941  59.14  0.09%   
Below is the normalized historical share price chart for Budapest SE extending back to January 02, 1991. 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 Budapest stands at 65,941, as last reported on the 21st of February, with the highest price reaching 66,219 and the lowest price hitting 65,801 during the day.
 
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If you're considering investing in Budapest Index, it is important to understand the factors that can impact its stock price. Budapest SE secures Sharpe Ratio (or Efficiency) of 0.32, which signifies that the index had 0.32% return per unit of standard deviation over the last 3 months. Our philosophy in foreseeing the volatility of an index is to use all available market data together with index-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Budapest SE, which you can use to evaluate the future volatility of the entity.
Budapest Index stock price history is provided at the adjusted basis, taking into account all of the recent filings.

Sharpe Ratio = 0.3195

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Estimated Market Risk

 0.8
  actual daily
7
93% of assets are more volatile

Expected Return

 0.26
  actual daily
5
95% of assets have higher returns

Risk-Adjusted Return

 0.32
  actual daily
24
76% of assets perform better
Based on monthly moving average Budapest is performing at about 24% of its full potential. 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 Budapest by adding it to a well-diversified portfolio.

Budapest Valuation on December 4, 2023

It is possible to determine the worth of Budapest on a given historical date. On December 4, 2023 Budapest was worth 58010.72 at the beginning of the trading date compared to the closed value of 58509.85. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Budapest index. Still, in general, we apply an absolute valuation method to find Budapest's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Budapest where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Budapest's related companies.
 Open High Low Close Volume
  57,878    58,042    57,702    58,011    1.00  
12/04/2023
  58,011    58,667    58,011    58,510    1.00  
  58,511    58,751    58,077    58,432    1.00  
Backtest Budapest  |  Budapest History  PreviousNext  
Open Value
58010.72
58,008
Downside
58509.85
Closing Value
58,013
Upside

Budapest Trading Date Momentum on December 4, 2023

On December 05 2023 Budapest SE was traded for  58,432  at the closing time. The highest price during the trading period was 58,751  and the lowest recorded bid was listed for  58,077 . There was no trading activity during the period 1.0. Lack of trading volume on December 5, 2023 contributed to the next trading day price decline. The overall trading delta to the next closing price was 0.13% . The overall trading delta to the current price is 0.63% .

Price Boundaries

Budapest Period Price Range

Low
December 4, 2023
High

 58,011 

  

 58,510 

499.130.86%

Budapest February 21, 2024 Market Strength

Market strength indicators help investors to evaluate how Budapest index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Budapest shares will generate the highest return on investment. By undertsting and applying Budapest index market strength indicators, traders can identify Budapest SE entry and exit signals to maximize returns

Budapest Technical Drivers

Budapest February 21, 2024 Technical and Predictive Indicators

Predictive indicators are helping investors to find signals for Budapest stock's direction in advance. Along with the technical and fundamental analysis of Budapest Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of Budapest 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 stock 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 Performance0.1652
Mean Deviation0.6028
Semi Deviation0.3227
Downside Deviation0.6303
Coefficient Of Variation384.73
Standard Deviation0.8048
Variance0.6478
Information Ratio0.0742
Total Risk Alpha0.0202
Sortino Ratio0.0948
Maximum Drawdown4.11
Value At Risk(0.96)
Potential Upside1.59
Downside Variance0.3973
Semi Variance0.1041
Expected Short fall(0.73)
Skewness0.6454
Kurtosis0.9788
Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any Index could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product.
You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.

Complementary Tools for Budapest Index analysis

When running Budapest's price analysis, check to measure Budapest's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Budapest is operating at the current time. Most of Budapest's value examination focuses on studying past and present price action to predict the probability of Budapest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Budapest's price. Additionally, you may evaluate how the addition of Budapest to your portfolios can decrease your overall portfolio volatility.
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