Sentences with phrase «daily price volatility»

Not exact matches

Despite recent volatility in the price of oil, the CEO of BP believes the market is currently balanced and production is meeting demand on a daily basis.

With BitPay, APMEX will receive daily US dollar bank settlements for the bitcoin payments they receive, with zero risk from bitcoin price volatility.

And it increased the target for its portfolio's daily price swings, or volatility, to 45 basis points.

Our proprietary Block Tribune Volatility Index is a measure of daily price variability compared with variability over the prior 30 days.

She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.

Beta no longer captures volatility well since any widely traded stock will have thousands of daily prices, the final one the closing price.

Oct. 20, 2014 — Today's closing price was an all - time daily closing high of 72.83 for the CBOE Brazil ETF Volatility Index (VXEWZ), which reflects the implied volatility of thVolatility Index (VXEWZ), which reflects the implied volatility of thvolatility of the EWZ ETF.

«Identifying VXX / XIV Tendencies» finds that S&P 500 implied volatility index (VIX) futures roll return, as measured by the percentage difference in settlement price between the nearest and next nearest VIX futures, 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.

Also, remember that the daily changes in fund prices are not terribly important in the long run, so if you are averse to market volatility you may be better off focusing on the 52 week high and low, the YTD, and 3 year return numbers.

I then created a template to download daily price data to calculate trailing correlations and volatility for the eight securities in the All - Season portfolio (this took a lot more time than anticipated).

It's often confused with volatility, which is the daily swings in asset prices.

Lottery stocks are defined as having negative returns between the maximum daily return and future returns, expected stock - specific skewness (relatively less symmetry in returns), relatively lower prices, a high predicted probability of jackpot (extremely large) returns and high volatility.

She modifies this strategy to investigate correlation and volatility effects by: (1) measuring also during the selection phase return correlations and sum of volatilities based on daily closing prices for each possible stock pair; (2) allocating each pair to a correlation quintile (ranked fifth) and to a summed volatility quintile; and, (3) randomly selecting 20 twenty pairs out of each of the 25 intersections of correlation and summed volatility quintiles.

In contrast the often erratic and mostly irrational daily short - term volatility of stock prices in general is not.

This increases daily volatility, as investors factor the expected outcome into asset prices.

And in a world of increased volatility (which value investors like as it presents opportunities) what does it say about the mutual fund model, with the requirement for daily pricing and liquidity?

Risk is traditionally associated with beta or the volatility of the stock price on a daily basis as compared to the market index.

To determine the average volatility compute the average daily high - low price range for the prior month, multiply by 2, and then divide the result by the current low price.

Highlighting the now almost daily rash of cuts in capital spending the Carbon Tracker Initiative has today launched Capex Tracker, a tool that will help investors challenge company boards over future investment decisions that are deemed high risk amid enduring oil price volatility.

Daryn Parker, the vice president of CamSoda, believes that it is a way to develop further the intense scrutiny that people have placed on their cryptocurrency investments, «What has so many people captivated, aside from the fact that virtual currencies are largely unregulated and fraught with risk, is the daily volatility; the stratospheric price rises followed by meteoric price drops.»

«What has so many people captivated, aside from the fact that virtual currencies are largely unregulated and fraught with risk, is the daily volatility — the stratospheric price rises followed by meteoric price drops.»

This isn't unexpected — we put forward our thoughts on some pending volatility as part of the first of our twice daily Bitcoin Price Watch analyses earlier this morning — but it's something that has to be noted because it's affected how we are going to approach things this evening.