Sentences with phrase «better measure of volatility»

And that measure is actually the better measure of volatility or sensitivity --

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 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.

The market volatility index, otherwise known as the VIX and even better known as the fear gauge — a measure of the expected volatility of U.S. stocks — has surged to the highest level in more than two years.

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.

Sankar Krishnan, executive vice president for capital markets and banking at Capgemini believes that the volatility of cryptocurrencies today could have been better controlled if the crypto trailblazers took a more measured micropayments route that would have helped get risks figured out.

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 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.

Rather simple, when you ponder it a while» Frank Martin «I think volatility is so widely used as a risk - metric simply because it is easy to measure, not because it is a good gauge of risk of permanent loss of capital.

The measures involve working towards making the market work better to reduce price volatility, ensuring the best use of existing oil resources, accelerating a switch to alternative energy sources and further investment in alternative energy supplies.

One of the best ways to measure fear and complacency is to measure implied volatility.

The theory tells us how to adjust our allocations among a diverse set of asset classes to get the best combination of risk (as measured by the year - to - year volatility) and return.

Volatility of returns as well as other performance measures are not taken into account.

The Chicago Board of Options Exchange Volatility Index (VIX)-- a.k.a. the investor «fear gauge» — is the best way to measure near - term volatility in thVolatility Index (VIX)-- a.k.a. the investor «fear gauge» — is the best way to measure near - term volatility in thvolatility in the S&P 500.

There are all kinds of charting tools to measure historical volatility, and it's good to study them to get a «feel» for how a market's prices will have regular peaks and valleys, especially more seasonal - based commodities like the grains (corn, wheat, soybeans, etc.) and for the most part the softs (coffee, sugar, cocoa, etc.).

The market volatility index, otherwise known as the VIX and even better known as the fear gauge — a measure of the expected volatility of U.S. stocks — has surged to the highest level in more than two years.

As I discussed in Article 6.1, volatility is not a very good measure of actual investor risk.

Ben Dor, Dynkin, Hyman, Houweling, Leeuwen, and Penninga (2007) demonstrate that spread changes are proportional to the level of spreads, i.e., the volatility of percentage spread change is much more stable than absolute spread volatility, and therefore they propose that the better measure of exposure to credit risk is not the contribution to spread duration, but the contribution to DTS.

Related article: How to select the right and best Mutual Fund Scheme based on the Measures of Volatility?

Kindly go through below articles and you may revert to me if you need more info; Mutual Fund Portfolio Overlap Comparison Tools How to select the right and best Mutual Fund Scheme based on the Measures of Volatility?

A better measure of risk than annual volatility is the estimated probability of reaching or failing to reach the desired or, more important, needed long - term real return level.

Staff engaged public stakeholders on the definition of solar development volatility and potential measures to mitigate solar development volatility before engaging a consultant to expand on the public record established by analyzing the various options propounded by stakeholders as well as measures taken in other states and internationally.