Sentences with phrase «below average volatility»

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.

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

Not exact matches

The VIX index, which tracks volatility in stocks, sits at roughly 12 on Friday, maintaining its year - long stay below its long - term average.

According to WGC research, when real rates are between zero and 4 percent, gold's returns are positive and its volatility and correlation with other mainstream financial assets are below long - run averages.

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.

Combined, these instances capture a cumulative 97 % loss in the S&P 500, but there's really not much difference based on the 200 - day moving average, except that the market tends to experience more violent declines and somewhat stronger rebounds (that is, higher overall volatility) when the S&P 500 is below that average.

The job market is clearly on the path to full employment and solid monthly gains are particularly evident once we average out the monthly volatility in the data (see smoother below).

With U.S. stocks trading for more than 20x trailing earnings, credit spreads tight and volatility roughly 35 % below its long - term average, it is difficult to argue that investors are overly pessimistic (source: Bloomberg).

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.

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.

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.»

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.

With the narrower trading range for the Australian dollar during 2005, exchange rate volatility has fallen below its post-float average.

If in the long run we can accomplish this simple feat (which time has shown isn't simple at all), we'll end up with (a) above - market performance on average, (b) below - market volatility, (c) highly superior performance in the tough times, helping to combat people's natural tendency to «throw in the towel» at the bottom, and thus (d) happy clients.

A measure of 30 - day volatility known as the CBOE VIX fell back below its historic average, a sign that calm was slowly returning to Wall Street.

These upper and lower bands are set above and below the moving average by a certain number of standard deviations of price, thus incorporating volatility.

With U.S. stocks trading for more than 20x trailing earnings, credit spreads tight and volatility roughly 35 % below its long - term average, it is difficult to argue that investors are overly pessimistic (source: Bloomberg).

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.

Speaking very generally, stocks in the Resources & Commodities and Manufacturing & Industry sectors are apt to expose you to above - average volatility, while those in the Finance and Utilities sectors involve below - average volatility.

With a rocky start to Q1, the S&P 500 has certainly shown some volatility in recent months, as evidenced by the orange line of the S&P 500 Composite against its moving averages over the last 18 months, below:

Trading below the 200 - day moving average works but comes with additionally volatility and much bigger losers.

A careful active investor could more safely now contemplate no more than a small allocation to a mechanical system with a moving average (e. g., a 150 - day mean would have worked, but with 0 days» margin of error when the price dropped below the MA before the closing bell on Feb 5) or use more sophisticated volatility signals to be in or out of SVXY (perhaps giving some extra days» warning to get out).

In this world, a rate of return that is below average but is achieved with very low volatility can be considered an exceptionally good result.

Not only have we managed to avoid a significant drawdown for close to three years, the volatility of the markets has also been well below average.

Folio's Conservative portfolio consists of 30 large - company stocks with below - average volatility.

Below we've charted the average monthly change in the Dow Jones Industrial Average against its concurrent monthly volaaverage monthly change in the Dow Jones Industrial Average against its concurrent monthly volaAverage against its concurrent monthly volatility.

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

This relative strength test experiences higher drawdowns and volatility when compared to a system that simply buys the 5 ETFs when they are above / below a long - term moving average such as the 10 month moving average.

Among funds that invest in munis nationwide, Fidelity Intermediate Municipal Income (FLTMX, 2.2 %) has a track record of providing decent yields with below - average expenses and below - average volatility.

● Stocks in the Utilities and Canadian Finance sectors entail below - average volatility.

A measure of 30 - day volatility known as the CBOE VIX fell back below its historic average, a sign that calm was slowly returning to Wall Street.

Compared to other investment options, apartment returns outperform bonds and T - Bills with somewhat higher risk, but are far below the average returns for the S&P 500 and NAREIT Equity REIT with their much higher risk volatility.