Sentences with phrase «for stock price volatility»

In fact, the CBOE Volatility Index (VIX) traded at its lowest level in decades for much of the year.1 Known as the fear gauge, the VIX reflects the market's short - term outlook for stock price volatility.

Not exact matches

Actual results, including with respect to our targets and prospects, could differ materially due to a number of factors, including the risk that we may not obtain sufficient orders to achieve our targeted revenues; price competition in key markets; the risk that we or our channel partners are not able to develop and expand customer bases and accurately anticipate demand from end customers, which can result in increased inventory and reduced orders as we experience wide fluctuations in supply and demand; the risk that our commercial Lighting Products results will continue to suffer if new issues arise regarding issues related to product quality for this business; the risk that we may experience production difficulties that preclude us from shipping sufficient quantities to meet customer orders or that result in higher production costs and lower margins; our ability to lower costs; the risk that our results will suffer if we are unable to balance fluctuations in customer demand and capacity, including bringing on additional capacity on a timely basis to meet customer demand; the risk that longer manufacturing lead times may cause customers to fulfill their orders with a competitor's products instead; the risk that the economic and political uncertainty caused by the proposed tariffs by the United States on Chinese goods, and any corresponding Chinese tariffs in response, may negatively impact demand for our products; product mix; risks associated with the ramp - up of production of our new products, and our entry into new business channels different from those in which we have historically operated; the risk that customers do not maintain their favorable perception of our brand and products, resulting in lower demand for our products; the risk that our products fail to perform or fail to meet customer requirements or expectations, resulting in significant additional costs, including costs associated with warranty returns or the potential recall of our products; ongoing uncertainty in global economic conditions, infrastructure development or customer demand that could negatively affect product demand, collectability of receivables and other related matters as consumers and businesses may defer purchases or payments, or default on payments; risks resulting from the concentration of our business among few customers, including the risk that customers may reduce or cancel orders or fail to honor purchase commitments; the risk that we are not able to enter into acceptable contractual arrangements with the significant customers of the acquired Infineon RF Power business or otherwise not fully realize anticipated benefits of the transaction; the risk that retail customers may alter promotional pricing, increase promotion of a competitor's products over our products or reduce their inventory levels, all of which could negatively affect product demand; the risk that our investments may experience periods of significant stock price volatility causing us to recognize fair value losses on our investment; the risk posed by managing an increasingly complex supply chain that has the ability to supply a sufficient quantity of raw materials, subsystems and finished products with the required specifications and quality; the risk we may be required to record a significant charge to earnings if our goodwill or amortizable assets become impaired; risks relating to confidential information theft or misuse, including through cyber-attacks or cyber intrusion; our ability to complete development and commercialization of products under development, such as our pipeline of Wolfspeed products, improved LED chips, LED components, and LED lighting products risks related to our multi-year warranty periods for LED lighting products; risks associated with acquisitions, divestitures, joint ventures or investments generally; the rapid development of new technology and competing products that may impair demand or render our products obsolete; the potential lack of customer acceptance for our products; risks associated with ongoing litigation; and other factors discussed in our filings with the Securities and Exchange Commission (SEC), including our report on Form 10 - K for the fiscal year ended June 25, 2017, and subsequent reports filed with the SEC.

If Brexit - like sentiment in other nations leads to restrictions on the flow of trade and labor, he adds, «that is going to create greater uncertainty and volatility» — at a time when some commentators believe that global stock and bond prices are overdue for a tumble.

They also developed new rules, known as circuit breakers, allowing exchanges to halt trading temporarily in instances of exceptionally large price declines.12 For example, under current rules, the New York Stock Exchange will temporarily halt trading when the S&P 500 stock index declines 7 percent, 13 percent, and 20 percent in order to provide investors «the ability to make informed choices during periods of high market volatility.&rStock Exchange will temporarily halt trading when the S&P 500 stock index declines 7 percent, 13 percent, and 20 percent in order to provide investors «the ability to make informed choices during periods of high market volatility.&rstock index declines 7 percent, 13 percent, and 20 percent in order to provide investors «the ability to make informed choices during periods of high market volatility.»

For example, many companies report third - quarter earnings in October, which can cause some volatility: If earnings are down, or far off from analyst projections, stock prices can dip.

Although there may be hundreds of stocks with nice - looking chart patterns in a typical bull market, getting in the habit of checking for ample volatility (Price / ATR Ratio) and liquidity is an excellent way to further narrow down your arsenal of potential stock trades to consider.

Bond act as both a volatility - minimizer for those investors that can't stomach a large stock allocation and a source of stability during stock market sell - offs for either spending purposes or liquidity for those that need to rebalance into lower stock prices.

But just be sure to reduce your share size to compensate for greater price volatility (I always list our portfolio position size for each new stock / ETF pick in my newsletter).

With a Price / ATR Ratio of more than 70, Cisco Systems ($ CSCO) is too slow for us and is an example of a low - volatility stock we would not look to trade:

On Aug. 14, the regulator said China Securities Finance Corp., the state agency tasked with supporting share prices, would no longer add to holdings unless there's unusual volatility and systemic risk, although it would remain in the stock market for years to come.

Three month ATM call options on a stock trading at $ 100 with a volatility of 17 % will sell for about $ 4 (theoretical Black - Scholes value, the actual price will differ somewhat).

For example, a stock with a low price, high volume and high volatility may be attractive, just as a high priced, high volume stock with high volatility may also be attractive.

With slightly less volatility than some of the prior stocks mentioned, this will appeal to those day traders looking for a lower price stock, with good volume, but not extreme volatility.

Advisor: Neil George Focus: Low - risk growth & income Volatility Level: Low Trading Frequency: 1 - 2 stocks each month Price: $ 99.95 for one year Service Features: click here

Advisor: Louis Navellier Focus: Mid - to large - cap stocks Volatility Level: Low Trading Frequency: 1 - 2 stocks each month Price: $ 299 for one year Service Features: click here

Advisor: Matt McCall Focus: NexGen Megatrends Volatility Level: Low to Medium Trading Frequency: 1 - 2 stocks each month Price: $ 99 for one year Service Features: click here

The ETF's total return of around 16 % to 17 % wasn't quite as strong as the overall market, but that's a price that most investors in the fund are willing to pay in exchange for the perceived lower volatility that dividend stocks have traditionally delivered.

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.

For example, they believe in the efficient market hypothesis, and therefore believe that the volatility of stock prices is equivalent to real risk, and they place a strong emphasis on volatility when they judge your performance.»

While base rates kept at or close to zero for almost seven years and three massive asset - buying programs by the Fed have undoubtedly helped stabilize the US (and world) economy during and after the recession that followed the global financial crisis, the continuation of expansionary monetary policies is now supporting a growing excess of global liquidity that has been distorting the market signals sent by stock and bond prices and thus contributing to the growing volatility seen in recent weeks.

While value investors welcome share price gyrations, volatility isn't all that matters for stock pickers.

The equation for determining the premium for option contracts includes stock price, exercise price, time to expiration, interest rate and volatility.

For the Dow Jones Industrial Average, since 1926, the odds of a 10 % correction happening are 1 in 3 — they are par for the course when it comes to the stock market's value proposition (which is that the price for higher returns is higher volatilitFor the Dow Jones Industrial Average, since 1926, the odds of a 10 % correction happening are 1 in 3 — they are par for the course when it comes to the stock market's value proposition (which is that the price for higher returns is higher volatilitfor the course when it comes to the stock market's value proposition (which is that the price for higher returns is higher volatilitfor higher returns is higher volatility).

The idea is that this tendency leads to a preference for lottery - like stocks with a small chance of a very high payoff, and this preference, in turn, drives up the prices of high volatility stocks disproportionately, suggesting future underperformance.

Earnings release dates are high volatility events and any option for an underlying stock that has an earnings release between today and expiration will be priced for earnings volatility.

Low - volatility equities Lower - volatility stock strategies typically experience less dramatic price changes when the market goes down since fund managers aim for benchmark returns with considerably less risk.

An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies: Sanford J. Grossman.

For example, you will learn how to value stock, calculate volatility, use Beta numbers, invest in risk capital, use adaptive price zone, and trade the NFP.

What's more, if you choose stocks that have a low or inverse correlation with one another - an oil producer and an airline, for example - you further reduce the volatility in your portfolio, because the stocks react in different ways to the same events (a change in oil prices, for instance).

While capital gains are generally associated with stocks and funds due to their inherent price volatility, a capital gain can occur on any security that is sold for a price higher than the purchase price that was paid for it.

There really is no clear - cut winner here; however, as one moves from U.S. to global to international: (1) There tends to be greater volatility in the price of the chosen investment vehicle, and (2) There tends to be higher dividend payments for the greater risk associated with foreign stocks in your mix.

They each lasted for more than 15 years, they each ended at extremely attractive levels of valuation (generally about 7 - 9 times trailing 10 - year earnings), and, and they each endured many years of growing volatility in output and inflation, which eventually created the mindset for investors to price stocks at attractive levels of valuation.

For ordinary stocks, large enough, with legitimate earnings and somewhat predictable prospects, the size of the bid - ask spread reflects the short - run volatility of price.

There are a number of filters available on INVESTING for screening the stocks like ratios, price, volume & volatility, fundamentals, dividends and technical indicators.

Covered call option cash flow for any portfolio will vary depending on actual portfolio positions, option premiums received, individual security price volatility, and general stock market volatility.

Second, the stock price volatility can greatly affect return on investment for dividend stocks.

While beta is backwards - looking (i.e. a stock with low price volatility historically will not necessarily have low volatility going forward), it is still helpful for investors to understand since we each have different risk tolerances and emotional tendencies.

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.

Stocks of small companies have higher incidences of price volatility and mispricing, increasing opportunities for investors to earn excess returns.

The 10 - year standard deviation (a measure of price volatility) of the bond fund, according to the Morningstar website, is 5.06 percent while the standard deviation for the stock market fund is 15.75 percent.

Their price stability, predictable returns and resilience to stock market drops make them the perfect holding for retired — and about to retire — investors who can't afford losses or volatility...

In his letter, Buffett stresses on this very fact of not considering volatility a synonym for risk, and thereby not getting fearful when stock prices move up and down, especially down.

Numerous studies have shown that stocks with lower price volatility have generated higher (not lower) returns for investors.

The way I handled this is not to estimate the cost of capital but to look at the credit ratings, leverage on the balance sheet, volatility of the stock price, and volatility of earnings in order to get a feel for the riskiness of the company.

For implied volatility it is okey to use Black and scholes but what to do with the historical volatility which carry the effect of past prices as a predictor of future prices.And then precisely the conditional historical volatility.i suggest that you must go with the process like, for stock returns 1) first download stock prices into excel sheet 2) take the natural log of (P1 / po) 3) calculate average of the sample 4) calculate square of (X-Xbar) 5) take square root of this and you will get the standard deviation of your required daFor implied volatility it is okey to use Black and scholes but what to do with the historical volatility which carry the effect of past prices as a predictor of future prices.And then precisely the conditional historical volatility.i suggest that you must go with the process like, for stock returns 1) first download stock prices into excel sheet 2) take the natural log of (P1 / po) 3) calculate average of the sample 4) calculate square of (X-Xbar) 5) take square root of this and you will get the standard deviation of your required dafor stock returns 1) first download stock prices into excel sheet 2) take the natural log of (P1 / po) 3) calculate average of the sample 4) calculate square of (X-Xbar) 5) take square root of this and you will get the standard deviation of your required data.

Long - Term Outlook There will most likely be periods when investors» demand for low volatility stocks will drive prices up and reduce the return premium to a level that makes the strategy unattractive.

They also developed new rules, known as circuit breakers, allowing exchanges to halt trading temporarily in instances of exceptionally large price declines.12 For example, under current rules, the New York Stock Exchange will temporarily halt trading when the S&P 500 stock index declines 7 percent, 13 percent, and 20 percent in order to provide investors «the ability to make informed choices during periods of high market volatility.&rStock Exchange will temporarily halt trading when the S&P 500 stock index declines 7 percent, 13 percent, and 20 percent in order to provide investors «the ability to make informed choices during periods of high market volatility.&rstock index declines 7 percent, 13 percent, and 20 percent in order to provide investors «the ability to make informed choices during periods of high market volatility.»

For example, bond funds, like the iShares Universe Bond Index ETF (TSX: XBB), are believed to have lower volatility ratings than stock funds, yet bond prices have recently fallen as yields have risen.

However, to price a LEAPS ® option, it is necessary to predict the volatility (expectation of price fluctuation) of the underlying stock and interest rates over 2 1/2 years; this is difficult even for most professionals.

LEAPS ® Pricing Options pricing models contain five factors that are used to determine a theoretical value for an option: stock price, strike price, time to expiration, interest rates (less dividends) and volatility of the underlyingPricing Options pricing models contain five factors that are used to determine a theoretical value for an option: stock price, strike price, time to expiration, interest rates (less dividends) and volatility of the underlyingpricing models contain five factors that are used to determine a theoretical value for an option: stock price, strike price, time to expiration, interest rates (less dividends) and volatility of the underlying stock.