Sentences with phrase «volatility index dropped»

Not exact matches

MORE SHOES TO DROP: The stock slump led to a massive unwinding of a short position in products related to the VIX volatility index, as Credit Suisse and Nomura announced the shuttering of their respective exchange - traded notes that bet on lower volatility.

Designed to return the inverse of the Cboe Volatility Index, or VIX, the fund was blamed for exacerbating the stock market's drop of more than 10 %.

The result was sharp and sudden: a 70 % rise in the Volatility Index (VIX) over three days, a 2 % drop in global equities, and more than a few holidays disrupted.

Some market observers blame the record 1,175 - point drop in the Dow Jones industrial average on Feb. 5 on Cboe's volatility index.

Since then, U.S. equity market volatility has continued to decline; last week, the VIX Index — a commonly used measure of equity volatility — dropped below 11, the lowest level since the summer of 2014, before the U.S. travel ban - related selloffs sent the index climbing earlier this week to neaIndex — a commonly used measure of equity volatility — dropped below 11, the lowest level since the summer of 2014, before the U.S. travel ban - related selloffs sent the index climbing earlier this week to neaindex climbing earlier this week to near 13.

That drop in the volatility index speaks to how this earnings season hasn't been as volatile, in terms of stock reactions, as it may seem at first blush.

Major stock indexes dropped sharply late this afternoon, falling into a market correction, as volatility returned after a brief respite.

Volatility subsided in April as the CBOE Volatility Index (VIX) dropped over 20 %.

For reference, the volatility target is about a third of the historical volatility of the U.S. stock market and roughly the same as the historical volatility of the Barclays Aggregate Bond Index (though in recent years the bond index's volatility has dropped to about Index (though in recent years the bond index's volatility has dropped to about index's volatility has dropped to about 3 %).

Thursday's activity brought more volatility — the Standard & Poor's 500 stock index fell over 3 percent and the Dow dropped 3.5 percent, according to the New York Times.