Sentences with phrase «average level of volatility»

And that would be the average level of volatility based on a market where just 20 % of all equity is indexed.

Assuming Morgan Stanley's long - term forecasts are met with average levels of volatility, investors are looking at a much flatter efficient frontier.

Not exact matches

The four - week moving average of initial claims, considered a better measure of labor market trends as it irons out week - to - week volatility, fell 1,250, to 231,250 last week, the lowest level since March 31, 1973.

The short - term group of averages, which reflects the way traders are thinking, shows a low level of volatility.

Small caps (Russell 2000) and to a lesser extent Nikkei and EM equities in stocks all have below - average vol and correlations today to S&P 500; makes index hedges cheaper, although the lower level of realized volatility means consensus is looking for an even better entry point to buy equity vol.»

While some people question whether VIX is too low, it is worth noting that the average levels for Bloomberg's estimate of A-T-M implied volatility were 2.6 points lower than the VIX Index.

The S&P has not had huge moves over the past year, and with an average SPX historic volatility of 8.6, an average VIX level above 15 might be difficult to maintain.

Looking through the volatility of the past few months, this measure appears to be consistent with its average level of the inflation - targeting period.

As such, any spike in equity market realized volatility, even to historical average levels, has the potential to drive a significant amount of equity selling (much of it automated).

Both teams also agree that the «median price of total existing homes» (average house prices, excluding new builds) are likely to edge up, although there could be some volatility that might see prices drop below — as well as rise above — current levels.

While illiquid bonds had slightly higher credit spreads and directionally higher average returns, portfolios that tilt toward (away from) less (more) liquid bonds exhibit considerably higher levels of volatility.

It maintains an approximate normal distribution that accumulates to an average 1.14 % monthly fair return over 600 months, but with a standard deviation of 4.67 %, which is a high level of short - term volatility.