Russell Index Price on May 11, 2022 Breakdown

RUT
 Index
  

 1,766  54.07  3.16%   

As of today, the current price of Russell 2000 is  1,766 , as last reported on the 26th of June, with the highest price reaching  1,766  and the lowest price hitting  1,720  during the day.
Russell 2000 maintains Sharpe Ratio (i.e., Efficiency) of -0.12, which implies the entity had -0.12% of return per unit of risk over the last 3 months. Macroaxis standpoint towards forecasting the risk of any index is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Russell 2000 exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away.
  
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Russell 2000 Valuation on May 11, 2022

It is possible to determine the worth of Russell 2000 on a given historical date. On May 11, 2022 Russell was worth 1763.02 at the beginning of the trading date compared to the closed value of 1718.14. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Russell 2000 index. Still, in general, we apply an absolute valuation method to find Russell 2000'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 Visa where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Russell 2000's related companies.
 Open High Low Close Volume
  1,771    1,795    1,727    1,762    4,630,150,000  
05/11/2022
  1,763    1,792    1,716    1,718    4,683,220,000  
  1,714    1,753    1,701    1,739    4,964,130,000  
Backtest Russell 2000  |  Russell 2000 History  PreviousNext  
Open Value 1763.02
1718.14
Closing Value
1,769
Upside

Russell 2000 Trading Date Momentum on May 11, 2022

On May 12 2022 Russell 2000 was traded for  1,739  at the closing time. The top price for the day was 1,753  and the lowest listed price was  1,701 . The trading volume for the day was 5 B. The trading history from May 12, 2022 was a factor to the next trading day price appreciation. The trading date delta against the next closing price was 1.24% . The trading delta at closing time against the current closing price is 3.97% .

About Russell 2000 Index history

Russell 2000 investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Russell is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Russell 2000 will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Russell 2000 historical stock prices may prove useful in developing a viable investing in Russell 2000

Russell 2000 Index Technical Analysis

Russell 2000 technical index analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Russell 2000 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Russell 2000 trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

Price Boundaries

Russell 2000 Period Price Range

Low
May 11, 2022
High

 1,763 

  

 1,718 

-44.88-2.55%

Russell 2000 June 26, 2022 Market Strength

Market strength indicators help investors to evaluate how Russell 2000 index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Russell 2000 shares will generate the highest return on investment. By undertsting and applying Russell 2000 index market strength indicators, traders can identify Russell 2000 entry and exit signals to maximize returns

Russell 2000 Technical Drivers

Russell 2000 June 26, 2022 Technical and Predictive Indicators

Predictive indicators are helping investors to find signals for Russell stock's direction in advance. Along with the technical and fundamental analysis of Russell Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of Russell 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 Performance(0.16)
Mean Deviation1.6
Coefficient Of Variation(851.33)
Standard Deviation1.99
Variance3.98
Information Ratio(0.046682)
Total Risk Alpha(0.032252)
Maximum Drawdown7.95
Value At Risk(4.04)
Potential Upside2.7
Skewness(0.34)
Kurtosis(0.45)
Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
Check out Your Current Watchlist. Note that the Russell 2000 information on this page should be used as a complementary analysis to other Russell 2000's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

Other Tools for Russell Index

When running Russell 2000 price analysis, check to measure Russell 2000'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 Russell 2000 is operating at the current time. Most of Russell 2000's value examination focuses on studying past and present price action to predict the probability of Russell 2000's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Russell 2000's price. Additionally, you may evaluate how the addition of Russell 2000 to your portfolios can decrease your overall portfolio volatility.
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