Sentences with phrase «most volatility measures»

Most volatility measures are near all - time lows while Washington appears in complete disarray.

Not exact matches

This wasn't unexpected, since the market was rising in just the right mix of conditions: Volatility as measured by the Cboe's index was at historic lows, the GOP was set to pass the most comprehensive corporate - tax reform in decades, and economies around the world were in growth mode.

The most common measure used to assess volatility in the U.S. is the VIX index, which has been persistently at low levels for the past year.

ATR (average true range) is a built - in technical indicator on most charting platforms that measures a stock's volatility.

In their October 2009 paper entitled «Risk Sentiment Index (RSI) and Market Anomalies», Guy Kaplanski and Haim Levy introduce the Risk Sentiment Index (RSI) as a measure of the residual risk contained in VIX after accounting for the statistical and economic variables most predictive of future stock market volatility (such as previous month actual volatility and VIX).

For most of the first three months the VIX Index, a common measure of equity volatility, traded somewhere between 11 and 13, well below its historical average of 20.

Central bank bond - buying measures in most of the world have helped to increase liquidity, support asset prices, and smooth volatility.

Yet, while duration is higher by one year, the maximum monthly volatility is about the same; neither exceeds 2.5 % for the period measured, a period that includes some of the most volatile bond market conditions since the 1970s.

A third measure of fund volatility and the most direct measure of a fund's bouts with declining (and uncomfortable, hence its name) performance.

Standard deviation or other measures of routine volatility are a dismal gauge of the risk that matters most to real - life investors.

There are all kinds of charting tools to measure historical volatility, and it's good to study them to get a «feel» for how a market's prices will have regular peaks and valleys, especially more seasonal - based commodities like the grains (corn, wheat, soybeans, etc.) and for the most part the softs (coffee, sugar, cocoa, etc.).

Most asset classes display negative skew and fat tails, which also makes volatility problematic as a risk measure.

In fact, most FX brokers have increased their margin requirements ahead of UK referendum on EU membership that takes place today, as a preventive measure against high market volatility.

This is in contrast to most of what we read and hear that risk is measured based on the volatility of an asset, or how much it bounces around.

Volatility is often measured by «beta», which compares the volatility of the stock or ETF in question to its most relevant index, in this case thVolatility is often measured by «beta», which compares the volatility of the stock or ETF in question to its most relevant index, in this case thvolatility of the stock or ETF in question to its most relevant index, in this case the S&P 500.

While micro-caps have shown the highest volatility compared with other capitalization ranges, in the context of this upside / downside measure they possessed the most favorable return dynamics.

«What is ultimately needed is a volatility index that measures the evolving risk from extreme events — so that global vital signs can be coupled to local information on what people care most about,» Victor and Kennel write.

The VIX is the most widely - followed measure of volatility and serves as a measure

The VIX is the most widely - followed measure of volatility and serves as a measure for the expected future volatility of the USA's S&P 500 index.