Sentences with phrase «higher volatility regime»

If we are moving to a higher volatility regime, investors should expect some multiple compression.

We expect spreads to trade sideways to wider on renewed uncertainty, amid a new higher volatility regime.

But I can say with a very high degree of confidence that we have now departed the low volatility regime and entered a high volatility regime.

Low volatility regimes lead to excessive risk taking and crowded positioning which leads to instability and high volatility regimes and on and on.

Not exact matches

Our research suggests that breaks to a high - volatility regime rarely occur without the economic expansion coming to an end.

, San - Lin Chung, Chi - Hsiou Hung and Chung - Ying Yeh examine the predictive power of investor sentiment for different kinds of stocks during bull (low - volatility, expansion) and bear (high - volatility, recession) equity market regimes.

I highlighted the prospects of a change in market regime from one of ultra low volatility to a period of higher volatility.

Is the inclusion of 100 - day Historical Volatility (ranking from high to low) the volatility of the overall market regime or the stocks you are selectingVolatility (ranking from high to low) the volatility of the overall market regime or the stocks you are selectingvolatility of the overall market regime or the stocks you are selecting, or both?

Periodic outbreaks of higher volatility can happen even within low - volatility market regimes.

We've made the argument previously that volatility tends to trade in «regimes» of low - vol, mid-vol, and high vol.