Sentences with phrase «average volatility of»

Another way to set the trailing stop percentage is using the daily average volatility of the stock.

The factors that decide the amount of initial margin are the average volatility of the stock in concern over a specified period of time and the interest cost.

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.

Still, the below - average volatility of the stock and the above - average dividend yield make IBM well - suited for retirees» portfolios.

In the six months ending in May, Bank of America found that the average volatility of the 100 most passively owned stocks tripled to 45 percent above the rest of the market.

He noted that the daily standard deviation of Bitcoin was ten times that of sterling over the last five years and the average volatility of the top ten cryptocurrencies by market capitalisation was more than 25 times that of the US equities market last year.

Not exact matches

That's shown in the chart by the ratio of one - month implied volatility for companies hosting analyst days in March, relative to the average S&P 500.

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.

Those averages belie the incredible amount of volatility that has historically occurred and will most likely occur again.

«As soon as we broke the 50 - day moving average... we saw volatility spike,» said Jeff Kilburg, CEO of KKM Financial.

Since then, however, volatility has skyrocketed as fears of an overheating economy sent both the Dow Jones industrial average and the S&P 500 tumbling more than 10 percent in early February.

High - beta stocks are simply the shares of companies whose stocks trade with above - average volatility — and like the twin peaks of a two - humped financial camel, these stocks carry both above - average risk and, potentially, above - average reward.

The four - week moving average of claims, seen as a better measure of labor market trends as it irons out week - to - week volatility, fell 3,250 to 289,750 last week.

The four - week moving average of initial claims, viewed as a better measure of labor market trends as it irons out week - to - week volatility, fell 2,250 to 229,250 last week.

An above - average dividend yield (the MSCI Canada Energy Index is yielding an annualized dividend of 3.6 % versus 2.9 % on the overall MSCI Canada index, according to Bloomberg data as of July 31, 2017) and lower price volatility could make energy a more attractive sector for income - seeking investors in a low yield world.

The bank's MOVE Index of volatility in the world's largest bond market was at 82.7 on May 29, up from 75.3 at the end of April and compared with an average of 77.6 over the past five years.

For example, in periods of low market volatility and average demand, a one ounce gold American Eagle coin might be offered at 4.5 % over spot, but periods of weak demand can bring the price down to 3.5 % over spot, or lower.

Yet volatility is still below its long - term average, and the low - volatility climate of the past few years is incompatible with a world marked by slow growth, unstable inflation expectations and a likely Federal Reserve rate hike before year's end.

We use a 40 - day ATR, which tells us the average daily volatility of a stock, as averaged over the past 40 days.

Bellwether's investment philosophy is simple; companies with growing profitability and a history of increasing the dividend paid to shareholders inevitably produce above average returns with lower volatility.

The number of stock options and RSUs is determined by using the Binomial option pricing model and using the 180 - day trailing average stock price as a guide, which helps reduce the impact of short - term share price volatility.

During a flat market in which volatility may be average from a historical perspective, consider choosing a strike price for your put options that is approximately 1 - 5 % out of the money.

On the other hand, volatility was half of the long - term average in 1977, as stocks fell 7 percent.

When volatility is average, options prices will typically be a little lower than during a bearish market and that might cause options that are farther out of the money to be priced so low that the risks involved outweigh the profit potential.

We've been in a sweet spot of a combination of above average returns and below average volatility.

Crash Warnings are characterized by strongly negative average returns, but also high volatility, which means that strong rallies can also occur, which we've seen in the past couple of days.

Given the recent pullback in stocks and our favorable forward outlook, we believe that investors should start averaging into equities during this period of downside volatility.

A measure of 30 - day volatility known as the CBOE VIX reached a high of 16.92, which was still well below the historic average.

Indeed, once our estimated market return / risk profile is strictly negative (as it is at present), the negative implications for the S&P 500 aren't affected by the position of the market relative to that average, except that the market tends to experience higher volatility once the market breaks that average.

After a long period of much lower than average volatility (in 2017, the S&P 500 hit 64 record highs, with only four single - day declines of more than 1 %), this has been surprising for many investors.

For proof of the high volatility of the headline indicator, note that the average absolute monthly change across this data series is 7.7.

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

Specifically, they relate spot West Texas Intermediate (WTI) crude oil price to: the U.S. dollar exchange rate versus a basket of developed market currencies; Dow Jones Industrial Average (DJIA) return; U.S. short - term interest rate; the S&P 500 options - implied volatility index (VIX); and, open interest in the NYMEX crude oil futures (as an indication of financialization of the oil market).

Remember: If you invest via a tracker for the long term and take advantage of volatility through monthly savings, you sidestep a lot of these issues to achieve average returns.

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.

The four - week moving average of claims, which smooths out week - to - week volatility, advanced by 1,500 to 352,500.

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.

Despite the fact that the average daily closing value of the CBOE Volatility Index ® (VIX ®) is about 11.5 so far this year, VIX futures and options both had record days for volume and for open interest this month.

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.

The VIX, a measure of the expected equity - market volatility as determined by put and call prices on S&P 500 Index options, trailed lower in 2017 and remains well below its historical average.

Historically, smaller - company stocks have experienced a greater degree of market volatility than the overall market average.

Although most developed markets closed out the year with modest or negative returns (when expressed in U.S. dollars), considerable volatility occurred beneath the surface of the market averages.

For the most part, lump sum investing outperformed dollar cost averaging two out of every three times, «even when results are adjusted for the higher volatility of a stock / bond portfolio versus cash investments.»

There's plenty of historical evidence that suggests this dividend growth fund should continue to beat and exceed the market average with less volatility.

Since the start of February equity volatility, as measured by the VIX Index, has averaged nearly 21.

Chicago Board Options Exchange Volatility Index (VIX) reflects a market estimate of future volatility, based on the weighted average of the implied volatilities for a wide range oVolatility Index (VIX) reflects a market estimate of future volatility, based on the weighted average of the implied volatilities for a wide range ovolatility, based on the weighted average of the implied volatilities for a wide range of strikes.

Downward volatility was certainly the case in early February, when the Dow Jones Industrial Average lost 2,400 points, or 9 percent of its total value, in 10 days.

The CNN Fear & Greed Index monitors seven market factors, including stock price momentum, stock price strength, stock price breadth, put and call options, junk bond demand, market volatility and safe haven demand, by calculating how far they have veered from their averages relative to how far they normally veer, on a scale of 0 to 100, with 0 indicating fear and 100 greed.