Sentences with phrase «volatility index increased»

The Chicago Board Options Exchange Volatility index increased 80.9 % during the first quarter, its largest upswing in the past 20 quarters and third - largest in the past 40 quarters.

Not exact matches

Migration to passively managed funds continues apace, but rising interest rates and increased market volatility is leading to a concurrent move away from pure indexing.

All of that increases market volatility, at both an index and a company level, says Paul Moroz, Mawer Investment Management's deputy chief investment officer.

Figure 5 illustrates that despite an increase in market volatility, consumers» confidence in the strength of the economy remains high, well above index levels for 2017.

Meanwhile, the CBOE volatility index (which measures option premium costs and is a very good intermediate - term indicator) remains at an uncharacteristically low 20 % reading, with virtually no increase during the recent selloff.

The size of the index - linked, short - volatility ETP market (which stood around USD 2.7 billion at the peak [1]-RRB- may call for even more hedging in light of this increased vega exposure should another VIX jump happen.

Oil prices and the US Yields to dictate the pace this week While geopolitical tensions remain bubbling under the surface, rising oil prices and higher US yields suggest investors are likely to deal with increased volatility as a broad range of political, economic and financial events unfolds US Core PCE, GDP price index, personal consumption data are...

The back - tested results of the 17 - year period ending Feb. 28, 2017, show that the S&P U.S. High Yield Low Volatility Corporate Bond Index may offer an intersection that bridges the volatility gap between the high - yield and investment - grade bond sectors, with increased return eVolatility Corporate Bond Index may offer an intersection that bridges the volatility gap between the high - yield and investment - grade bond sectors, with increased return evolatility gap between the high - yield and investment - grade bond sectors, with increased return efficiency.

Short ProShares should lose value when their market indexes rise; and they entail certain risks, including, in some or all cases, aggressive investment techniques, inverse correlation and market price variance risks, all of which can increase volatility and decrease performance.

Despite the marked increase in volatility in US equity markets, global equities, as measured by the MSCI ACWI Index, fared slightly worse than the S&P 500, returning -0.96 % for the quarter.

Using the 10 - year U.S. Treasury Bond yield as the proxy for interest rates, Exhibit 1 shows the historical performance of the S&P 500 Low Volatility and S&P 500 indices in periods of significantly increased interest rates.

Looking at volatility in the past year on the DXY index, which is a measure of the value of the U.S. dollar relative to a basket of major foreign currencies, we've seen an increase from 6 % to 12 %.

Global and international equity market indices (in local currency) moved higher in the 4th quarter despite increasing equity market volatility caused in part by the continued rapid decline in oil prices.

Short ProShares and ProFunds should lose value when their market indexes rise, and they entail certain risks, including, in some or all cases, aggressive investment techniques, inverse correlation and market price variance risks, all of which can increase volatility and decrease performance.

Short ProShares and ProFunds should lose value when their market indexes rise, and they entail certain risks, including, in some or all cases: aggressive investment techniques, including the use of futures contracts, options, forward contracts, swap agreements and similar instruments; inverse correlation; and market price variance risks, all of which can increase volatility and decrease performance.

Vanguard Total Stock Index contains many, many mid - and even small - cap stocks that naturally increase the volatility of that fund as well as any portfolio relative to the S&P 500.

In periods where volatility increases, insurance companies often must pay more to buy options on indices.

Volatility has been increasing particularly in large - cap names and technology companies now account for about 25 % of the S&P 500 Index.

So while we don't believe that the record high gold / XAU ratio can be taken entirely at face value, there's no question that it is elevated even on a cyclical basis (that is, even allowing for a gradual structural increase over time), and there's no question in the data that cyclically elevated gold / XAU ratios have been associated with strong subsequent gains in the XAU index over a 3 - 4 year period on average, though certainly not without risk or volatility.

However, by adopting a sector rotation strategy, you run the risk that your portfolio may experience increased volatility and may underperform the broader market indexes.

The size of the index - linked, short - volatility ETP market (which stood around USD 2.7 billion at the peak [1]-RRB- may call for even more hedging in light of this increased vega exposure should another VIX jump happen.

The Fund seeks to achieve its objective through premium collection from options, volatility trading designed to hedge or profit from either an increase or a decrease in S&P 500 index volatility, and trend following.»

Despite the recent increase, the volatility of Chinese bonds remained comfortably low and below the average volatility of Asian bonds represented by the S&P Pan Asia Bond Index.

Short ProShares should lose value when their market indexes rise and they entail certain risks, including, in some or all cases, aggressive investment technique, inverse correlation, leverage, market price variance and short sale risks, all of which can increase volatility and decrease performance.

Likewise, as implied volatility concurrently rises as the stock index falls, the amount of time premium built into put options often increases significantly.

Short ProShares ETFs are non-diversified and should lose value when their market indexes or benchmarks rise — a result that is opposite from traditional ETFs — and they entail certain risks including risk associated with the use of derivatives (swap agreements, futures contracts and similar instruments), imperfect benchmark correlation, leverage and market price variance, all of which can increase volatility and decrease performance.

Index portfolios are designed to provide substantial global diversification in order to reduce investment concentration and the resulting potential increased risk caused by the volatility of individual companies, indexes, or asset classes.

Index utilizes a rules based process that seeks to increase exposure to stocks that exhibit low volatility

Commodity ETPs are generally more volatile than broad - based ETFs and can be affected by increased volatility of commodities prices or indexes as well as changes in supply and demand relationships, interest rates, monetary and other governmental policies or factors affecting a particular sector or commodity.

The increase in the index was driven by a sharp Survey Shows Strong Up - Swing in Home Purchase Attitude; Rates Steady, But Volatility on Horizon Survey Shows Strong Up - Swing in Home Purchase Attitude; Rates Steady, But Volatility on Horizon