Sentences with phrase «at higher levels of volatility»

Over the period that includes the commodity supercycle dating back to 1995, the efficient frontier would have arrived at a very different conclusion: potentially much higher allocations to Canadian stocks at higher levels of volatility.

Over the period that includes the commodity supercycle dating back to 1995, the efficient frontier would have arrived at a very different conclusion: potentially much higher allocations to Canadian stocks at higher levels of volatility.

Not exact matches

The S&P 500 Volatility Index, or VIX, surged higher, rising above 50 at one point last Tuesday, one of the highest levels ever recorded.

With market volatility hitting multi-decade lows, junk bond yields also at record lows, the median price / revenue ratio of S&P 500 constituents at a record high well - beyond 2000 levels, and the most strenuously overvalued, overbought, overbullish syndromes we define, I'm increasingly concerned about the potential for an abrupt «air pocket» in the prices of risky assets that could attend even a modest upward shift in risk premiums.

With Group of Seven (G7) sovereign bond yields at historically low levels, some income - seeking investors have turned to higher - volatility securities like dividend - paying stocks in an attempt to capture additional income.

This high level of volatility gives investors the opportunity to enter into the stock, and potentially buy at an artificially low price.

Bonds exhibit much higher volatility at lower levels of interest rates.

While the early - 2017 Federal Reserve minutes «expressed concern [about] the low level of implied volatility in equity markets,» it is worth noting that the SPX implied volatility levels at both 80 % and 90 % moneyness (corresponding with out - of - the - money puts used for portfolio protection) generally were much higher than the VIX levels.

* Finally, if implied volatility perks up from its current slumber and spikes to higher levels, that can inflate the profit potential (at least prior to expiration) of this trade.

The MSCI ACWI closed at a record high 61 times, and 30 - day realized volatility of the S&P 500 Index hit its lowest level since the early 1960s.

The volatility of managing at the highest level has been reiterated in the Premier League in recent weeks.

The MSCI ACWI closed at a record high 61 times, and 30 - day realized volatility of the S&P 500 Index hit its lowest level since the early 1960s.

The higher price volatility of small caps is evident at both portfolio and stock - specific levels.

«However, they should keep such investments at no more than 20 to 30 per cent of their investment funds, as single - stock investments do carry a higher level of concentrated risk, which might present volatility more than what the investor could withstand,» says Mr Choy, adding that the remaining 70 to 80 per cent of your investment funds should be invested through unit trusts to form the core portfolio.

AAII Model Portfolios Record Market Volatility Affects Model Shadow Stock Portfolio High levels of volatility caused the portfolio to show a year - to - date loss at the end Volatility Affects Model Shadow Stock Portfolio High levels of volatility caused the portfolio to show a year - to - date loss at the end volatility caused the portfolio to show a year - to - date loss at the end of August.

High levels of volatility caused the portfolio to show a year - to - date loss at the end of August.

«IPO levels will follow a slightly different pattern to M&A due to political uncertainty and the higher volatility that inevitably comes with liquid markets» said Koen Vanhaerents, global head of capital markets at Baker & McKenzie.

At the moment it is difficult to predict what will happen in the market of cryptocurrencies in the following hours, and even the following days due to the high level of volatility generated by the news regarding SegWit2x.

«Secondary office markets are experiencing higher levels of investment for just this reason, somewhat greater volatility priced by higher yields, and the ability to accommodate fast - growing companies with a volume of new construction, at costs much lower than that available in the primary downtowns,» according to the Aegon report.

Overall, despite the monthly volatility, the trends in the shares of respondents planning to buy a new home and the shares of respondents planning to buy a lived - in home within six months are climbing up from the trough and consumer confidence remains at a relatively high level by historical standards.