Sentences with phrase «followed volatility index»

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LJM funds posted heavy losses after the Cboe Volatility Index, the most widely followed barometer of price swings expected in the S&P 500 stock index, logged its biggest - ever single - day jump on FeIndex, the most widely followed barometer of price swings expected in the S&P 500 stock index, logged its biggest - ever single - day jump on Feindex, logged its biggest - ever single - day jump on Feb. 5.

Today's market calm follows harrowing levels of market volatility over the last two weeks when the TSX fell more than five per cent and Wall Street indexes entered «correction» territory.

LJM funds posted losses after the Cboe Volatility Index, the most widely followed barometer of price swings expected in the S&P 500 stock index, logged its biggest - ever single - day jump on FeIndex, the most widely followed barometer of price swings expected in the S&P 500 stock index, logged its biggest - ever single - day jump on Feindex, logged its biggest - ever single - day jump on Feb. 5.

The CBOE Volatility Index fell as the S&P posted its biggest two - day advance in 18 months, but traders were still on edge following the tumultuous move in equities last week that wiped US$ 2 trillion from U.S. stocks.

From this, it follows that the sensitivity to the spot VIX, namely the beta, has to be a critical factor in the design of volatility indices.

All markets will continue to focus on the volatility in the equity and bond markets, geopolitical events, developments with the Trump Administration, corporate earnings, oil prices, and will turn to this afternoon's Commitment of Traders Report, followed by reports Monday on Chinese PMI, German CPI and Retail Sales, US Personal Income, Personal Spending, PCE, Chicago PMI, Pending Home Sales, and the Dallas Fed's Manufacturing Index for near term direction.

The always interesting quant aggregator Quantocracy linked to the following post by John Orford (follow John on Twitter at @mmport80) outlining a «Steady Volatility Strategy» that targets a constant volatility target based on the most recent VIX index as follows: Stock weighVolatility Strategy» that targets a constant volatility target based on the most recent VIX index as follows: Stock weighvolatility target based on the most recent VIX index as follows: Stock weight = Target

The following table presents sortable tax data for ETFs currently tracking the MSCI EAFE Minimum Volatility Index.

The following table presents links to in - depth analysis for ETFs tracking the MSCI EAFE Minimum Volatility Index.

The following table presents expense information for ETFs tracking the MSCI EAFE Minimum Volatility Index.

The following table presents holdings data for all ETFs tracking the MSCI EAFE Minimum Volatility Index.

The following table presents a proprietary ETFdb rating for ETFs tracking the MSCI EAFE Minimum Volatility Index.

The following table presents historical return data for ETFs tracking the MSCI EAFE Minimum Volatility Index.

The following table presents certain technical indicators for ETFs tracking the MSCI EAFE Minimum Volatility Index.

The Index is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI EAFE Value Weighted Index, the MSCI EAFE Minimum Volatility Index, and the MSCI EAFE Quality Index (eaIndex is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI EAFE Value Weighted Index, the MSCI EAFE Minimum Volatility Index, and the MSCI EAFE Quality Index (eaindex: the MSCI EAFE Value Weighted Index, the MSCI EAFE Minimum Volatility Index, and the MSCI EAFE Quality Index (eaIndex, the MSCI EAFE Minimum Volatility Index, and the MSCI EAFE Quality Index (eaIndex, and the MSCI EAFE Quality Index (eaIndex (each, a

The Index is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI World Value Weighted Index, the MSCI World Minimum Volatility Index, and the MSCI World Quality Index (each, a «Component Index&raqIndex is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI World Value Weighted Index, the MSCI World Minimum Volatility Index, and the MSCI World Quality Index (each, a «Component Index&raqindex: the MSCI World Value Weighted Index, the MSCI World Minimum Volatility Index, and the MSCI World Quality Index (each, a «Component Index&raqIndex, the MSCI World Minimum Volatility Index, and the MSCI World Quality Index (each, a «Component Index&raqIndex, and the MSCI World Quality Index (each, a «Component Index&raqIndex (each, a «Component Index&raqIndex»).

The Fund seeks to achieve its objective through premium collection from options, volatility trading designed to hedge or profit from either an increase or a decrease in S&P 500 index volatility, and trend following.»

If that level of volatility is likely to cut into your sleep time, delegate your small cap investing to a small cap mutual fund or buy exchange - traded funds (ETFs) that follow small cap indexes in the U.S. and Canada.

The CBOE Volatility Index ® (VIX) is a widely followed measure of the expected volatility of thVolatility Index ® (VIX) is a widely followed measure of the expected volatility of thvolatility of the S&P 500.

The following table presents links to in - depth analysis for ETFs tracking the CEMP International 500 Volatility Weighted Index.

The following table presents a proprietary ETFdb rating for ETFs tracking the CEMP International 500 Volatility Weighted Index.

The following table presents holdings data for all ETFs tracking the CEMP International 500 Volatility Weighted Index.

The following table presents dividend information for ETFs tracking the CEMP International 500 Volatility Weighted Index, including yield and dividend date.

ETFs tracking the CEMP International 500 Volatility Weighted Index are presented in the following table.

The following table presents certain technical indicators for ETFs tracking the CEMP International 500 Volatility Weighted Index.

The following table presents historical return data for ETFs tracking the CEMP International 500 Volatility Weighted Index.

This includes using «smart beta» ETFs that may, for example, be designed to have low volatility, instead of following a broad market index weighted by market capitalization.

The Index is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility IIndex is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility Iindex: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility IIndex, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility IIndex, and the MSCI USA Minimum Volatility IndexIndex.

The VIX is the most widely - followed measure of volatility and serves as a measure for the expected future volatility of the USA's S&P 500 index.