Sentences with phrase «higher measures of volatility»

Not exact matches

Even if Canada doesn't start dropping payloads of cash itself — something Cooper says he does not foresee in the next three years, at least — the ripple effect of a central bank explicitly targeting higher inflation and adopting formerly verboten measures to get it would be felt on these shores in the form of increased global volatility.

Stocks are falling as traders worry about rising interest rates, and volatility as measured by the VIX has jumped to its highest since the market turmoil of August 2015.

In a guest post in The High Frequency Trading Review, Narang freely admits that «there has been an increasing incidence, in recent times, of days exhibiting unusually high volatility (measured as days when the close - to - close return, or alternatively, the high - low trading range are large in magnitude).&raHigh Frequency Trading Review, Narang freely admits that «there has been an increasing incidence, in recent times, of days exhibiting unusually high volatility (measured as days when the close - to - close return, or alternatively, the high - low trading range are large in magnitude).&rahigh volatility (measured as days when the close - to - close return, or alternatively, the high - low trading range are large in magnitude).&rahigh - low trading range are large in magnitude).»

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.

The CBOE VIX, a measure of 30 - day volatility, rose on Friday to its highest level since 2016.

The speed of both the decline and subsequent reversal pushed the VIX — one measure of market volatility — to its highest level on record, and it abruptly rose from 13 to more than 50 in a week, according to Bloomberg data.

Selling cryptocurrency for short - term cash withdrawal and then repurchasing it becomes a risky and unprofitable measure due to high volatility and commissions of intermediaries.

A measure of implied volatility known as the CBOE VIX surged this week, reaching its highest level since Oct. 26.

Instead, the measures of his success have been limited volatility, the avoidance of deep drawdowns, restrained beta, and high alpha.

In that period, the large - cap value ETF handily outperformed its growth counterpart, albeit with a slightly higher standard deviation (a measure of volatility of returns).

Yet, while duration is higher by one year, the maximum monthly volatility is about the same; neither exceeds 2.5 % for the period measured, a period that includes some of the most volatile bond market conditions since the 1970s.

Its cumulative return was lower and the volatility (measured as a standard deviation of monthly returns) higher than those of its reference ETF portfolio.

The volatility of the fund, measured by the standard deviation of monthly returns, was slightly higher than that of the reference ETF portfolio.

The speed of both the decline and subsequent reversal pushed the VIX — one measure of market volatility — to its highest level on record, and it abruptly rose from 13 to more than 50 in a week, according to Bloomberg data.

The fund's standard deviation, a measure of volatility of returns, was about 0.5 % higher than that of the reference ETF portfolio.

At about 13.6 %, the fund's standard deviation (a measure of volatility of returns) was only 0.2 % higher than that of the reference portfolio.

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.

The standard deviation of the fund, a measure of volatility of returns, was slightly higher than that of the reference portfolio.

At 15.1 %, the fund's standard deviation, a measure of volatility of returns, was about 2.4 % higher than that of the reference ETF portfolio.

The low volatility premium is measured by the excess returns of low volatility stocks over high volatility stocks.

Since the standard deviation of returns is commonly used as a measure of portfolio risk, a High volatility measurement indicates that holding the motif in the past subjected the holder to higher fluctuations.

However, the fund's volatility (measured as standard deviation of monthly returns) was higher than that of the reference ETF portfolio.

This showed the benefit of using the low volatility screen as a quality measure to exclude those high - yielding stocks with depressed stock prices (see Exhibit 2).

In fact, most FX brokers have increased their margin requirements ahead of UK referendum on EU membership that takes place today, as a preventive measure against high market volatility.

In a previous article, I detailed how research from Russell Investments had proven that the lowest risk stocks, as measured by the beta indicator of volatility, had the highest rewards over time for long - term investors.

Beta: a measure of the volatility of a stock (or portfolio of stocks) and how closely it correlates with the overall market bID price: the highest price potential buyers are willing to pay for a stock.

The volatility of the reference portfolio, measured as the annualized standard deviation of monthly returns, was slightly higher than that of the fund.

In the construction of the S&P U.S. High Yield Low Volatility Corporate Bond Index, an individual bond's credit risk in a portfolio context is measured by its marginal contribution to risk (MCR), calculated as the product of its spread duration and the difference between the bond's option adjusted spread (OAS) and the spread - duration - adjusted portfolio average OAS (see Equation 1).

Also, despite lower volatility (measured by the standard deviation) the RealBeta ™ of the fund was higher than that over the broader evaluation period.

Both volatility measures ended the month at the highs of the month and are starting to show a little more fear going into the final week before the US election.

VTB24 is one of the many forex brokers operating on the Russian market that is taking measures to contain the damage of the high market volatility by hiking margin requirements on GBP forex pairs and European indices.

The fund's volatility, measured by an annualized standard deviation of 26.5 %, was about 4 % higher than that of the reference ETF portfolio.

Both volatility measures finished June at their highs of the month.

While micro-caps have shown the highest volatility compared with other capitalization ranges, in the context of this upside / downside measure they possessed the most favorable return dynamics.

A measure of implied volatility known as the CBOE VIX reached a high of 24.51.

A measure of implied volatility known as the CBOE VIX surged 18.3 % to close at 23.62, its highest in over a week.

A measure of implied volatility known as the CBOE VIX surged this week, reaching its highest level since Oct. 26.