I can support an overweight position in agency mortgage bonds, the yields seem attractive at
current levels of volatility.
Now
the current levels of volatility have emanated from a number of different sources: political uncertainty, concerns about rising inflation, concerns about rising interest rates, concerns about a trade war, cybersecurity fears, all of these different things.
Investors need to be more «forensic» about their portfolios given
current levels of volatility, Bill Street, head of investments EMEA at State Street Global Advisors, said.
Not exact matches
Seeks to provide a high
level of current income, while providing lower
volatility than a fund that invests in fixed - rate securities.
The stocks generate high return with a high
levels of volatility and liquidity and low
levels of current cash.
* 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.
«Identifying VXX / XIV Tendencies» finds that the
Volatility Risk Premium (VRP), estimated as the difference between the current level of the S&P 500 implied volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV
Volatility Risk Premium (VRP), estimated as the difference between the
current level of the S&P 500 implied
volatility index (VIX) and the annualized standard deviation of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root of 250 to annualize), may be a useful predictor of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV
volatility index (VIX) and the annualized standard deviation
of S&P 500 Index daily returns over the previous 21 trading days (multiplying by the square root
of 250 to annualize), may be a useful predictor
of iPath S&P 500 VIX Short - term Futures ETN (VXX) and VelocityShares Daily Inverse VIX Short - term ETN (XIV) returns.
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.
As you can see, we've moved into a rare area on the graph where valuations are far above their typical
levels for the
current level of economic
volatility.
Limited Duration Bond Fund seeks to deliver a high
level of current income consistent with low
volatility of principal.
Options trade at certain
levels of implied
volatility because
of current market activity.
This still isn't ideal in that with the
current level of currency
volatility of 5 - 15 %, changes in IRR can be as much due to changes in the Wex than the underlying value generated by the investments.
Raj Karia, Norton Rose Fulbright head
of Corporate, M&A and Securities, Europe, Middle East and Asia, commented: «It is pleasing to see this
level of ECM activity given
current market conditions, particularly in the wake
of the geopolitical
volatility of 2016 which
of course continues.
The cryptocurrency market saw a lot
of volatility this week, mostly because
of Bitcoin (+20 % w - o - w) shooting past the $ 18000 in some exchanges on Thursday, December 2017 before correcting to its
current price
levels of around $ 14000.
«Some even say that the government should impose taxes instead
of putting additional regulations if the market
volatility remains same at the
current level.
«The types
of corrections we are seeing this week in the U.S. stock markets are not expected to negatively impact the housing market unless the
current volatility causes the market to significantly fall below normal
levels,» says Joseph Kirchner, senior economist for realtor.com ®.