Sentences with phrase «in volatility index»

The ETNs use a systematic approach to investing in volatility index (VIX) futures that have a net long or net short volatility position that varies based on changes in the market.

The perceived threat reflected in the South Korean stock market, measured by the latest rise in the volatility index of the KOSPI 200, has been relatively small compared to the flare ups in recent years.

That drop in the volatility index speaks to how this earnings season hasn't been as volatile, in terms of stock reactions, as it may seem at first blush.

The result was sharp and sudden: a 70 % rise in the Volatility Index (VIX) over three days, a 2 % drop in global equities, and more than a few holidays disrupted.

Not exact matches

Traders are instead using the 44 % single - day spike in the CBOE Volatility Index — or VIX — as a reason to pile into wagers that the measure will come back down.

Volatility has been the byword for the Chinese stock market in the recent past, not least because the government has a habit of intervening in the form of lockdowns and corporate actions whenever the Shanghai index dives.

The chart shows the number of transactions in Treasury bonds divided by the MOVE index, or Merrill Lynch Option Volatility Estimate, which measures Treasury market vVolatility Estimate, which measures Treasury market volatilityvolatility.

The CBOE Volatility Index (VIX), widely considered the best gauge of fear in the market, hit its lowest level in more than 20 years earlier this year.

This resulted in a much more interesting index, one that competes well with other favorites in terms of volatility and correlation to broad market movement.

The Cboe volatility index, a popular gauge of market fear, spiked above 38 in early February.

Through the educational process, you should know and understand why your assets are invested in a strategy, how it ties to your family index number and both the time horizon and volatility expected from the strategy.

Volatility in the bond markets transcended into equities, knocking down the pan-European Euro Stoxx 600 Index by 0.9 percent and leading Wall Street shares to finish narrowly mixed on Friday.

Exchange - traded volatility notes that rose when volatility fell looked like a particularly ripe target, given the potential for a feedback loop that might send the Cboe Volatility Index surging in the event of markvolatility notes that rose when volatility fell looked like a particularly ripe target, given the potential for a feedback loop that might send the Cboe Volatility Index surging in the event of markvolatility fell looked like a particularly ripe target, given the potential for a feedback loop that might send the Cboe Volatility Index surging in the event of markVolatility Index surging in the event of market stress.

Volatility, as measured by the CBOE Crude Oil Volatility Index, has fallen in 2017.

Davis, who spoke with CNBC at the Sohn Conference in October, then warned that so many investors were shorting Cboe's Volatility index (VIX) that a mild uptick in market uncertainty could lead to an exaggerated spike in vVolatility index (VIX) that a mild uptick in market uncertainty could lead to an exaggerated spike in volatilityvolatility.

The stock market's slump that month prompted the largest one - day spike in the Cboe Volatility Index (known as the VIX), as traders who had bought products designed to profit off a subdued VIX hedged against further losses.

While worrisome, the fall in the major stock indexes was dwarfed by the rapid depreciation in assets short volatility.

On Monday, Cramer wanted investors to keep an eye on the risky, leveraged funds that enable traders to bet against volatility, defined as the amount of uncertainty in the size and direction of changes in the market and most commonly tracked by the CBOE Volatility Indevolatility, defined as the amount of uncertainty in the size and direction of changes in the market and most commonly tracked by the CBOE Volatility IndeVolatility Index, or VIX.

The S&P 500 Index should still produce healthy gains for the full year, though political uncertainty has introduced a level of volatility in the near term, says Calvasina.

This wasn't unexpected, since the market was rising in just the right mix of conditions: Volatility as measured by the Cboe's index was at historic lows, the GOP was set to pass the most comprehensive corporate - tax reform in decades, and economies around the world were in growth mode.

The most common measure used to assess volatility in the U.S. is the VIX index, which has been persistently at low levels for the past year.

MORE SHOES TO DROP: The stock slump led to a massive unwinding of a short position in products related to the VIX volatility index, as Credit Suisse and Nomura announced the shuttering of their respective exchange - traded notes that bet on lower volatility.

But despite the many corrections and spikes in volatility during this cycle (from March 9, 2009, through June 29, 2016), the S&P 500 Index hasn't collapsed.

The Cboe Volatility index — widely considered the best gauge of fear in the market — has also been all over the map this week.

CNBC ran a study using analytics tool Kensho to find Dow Jones industrial average stocks that held up the best when the Cboe Volatility index, or VIX, pops more than 5 percent in one day.

While the S&P 500 Value Index has slightly outperformed so far in 2016, amid greater market volatility, it has woefully lagged behind for much of this market cycle.

The VIX index, which tracks volatility in stocks, sits at roughly 12 on Friday, maintaining its year - long stay below its long - term average.

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.

«The size and volatility in this (is similar to) small cap issues, which speaks to uncertainty,» said Howard Silverblatt of S&P Dow Jones Indices.

The MOVE index — which looks at the volatility of bonds — surged after the election, as the sell - off and shakiness in fixed income came to a head.

His expectation is that the overall volatility of a portfolio 30 percent in short - term bonds and 70 percent in stocks is going to be on par with one that is 40 percent invested in a fund tracking the Bloomberg Barclays U.S. Aggregate index and 60 percent in stocks.

Investors in these popular funds should brace for volatility Those index funds in your 401 (k) could cost you Fees could sink your retirement savings.

The better - known VIX volatility index traded at nearly 19, but peaked above 50 during one of the largest sell - offs in early February.

The CBOE Volatility Index (VIX), widely considered the best gauge of fear in the market, rose nearly 40 percent.

The Cboe Volatility Index (VIX), widely considered to be the best gauge of fear in the market, hit its lowest level since Feb. 1 and traded more than 11.5 percent lower at 14.62.

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 Shanghai index quickly recovered from large volatility moves earlier in July, Daryl Guppy writes.

«When the averages are falling apart, the thing to focus on is the CBOE Volatility Index, the VIX for short, also known as the fear gauge, which was so heavily tied to the big breakdown in February,» Cramer said.

An above - average dividend yield (the MSCI Canada Energy Index is yielding an annualized dividend of 3.6 % versus 2.9 % on the overall MSCI Canada index, according to Bloomberg data as of July 31, 2017) and lower price volatility could make energy a more attractive sector for income - seeking investors in a low yield wIndex is yielding an annualized dividend of 3.6 % versus 2.9 % on the overall MSCI Canada index, according to Bloomberg data as of July 31, 2017) and lower price volatility could make energy a more attractive sector for income - seeking investors in a low yield windex, according to Bloomberg data as of July 31, 2017) and lower price volatility could make energy a more attractive sector for income - seeking investors in a low yield world.

And for taxable accounts with balances over $ 500,000, the robo - advisor offers «advanced indexing,» where it weights the stocks in a portfolio based on various factors, including low volatility and high dividend yield, to further power potential returns, all for the same advisory fee that applies to all accounts.

The bank's MOVE Index of volatility in the world's largest bond market was at 82.7 on May 29, up from 75.3 at the end of April and compared with an average of 77.6 over the past five years.

With the MSCI emerging market index down 18 % so far this year the final communique cited «recent volatility in financial markets» and the need to monitor potential spillovers.

It isn't just equities: Bank of America Merrill Lynch has a Move Index that looks at expected volatility in the U.S. Treasury market.

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.»

The CBOE Market Volatility Index ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market voVolatility Index ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market volatilIndex ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market volatilindex that essentially measures the level of fear in the market at any given time (which is based on market volatilityvolatility).

Market volatility, which has been historically low in recent months, spiked, with Cboe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 10volatility, which has been historically low in recent months, spiked, with Cboe Volatility Index, commonly considered a gauge of investor fear, jumping by more than 10Volatility Index, commonly considered a gauge of investor fear, jumping by more than 100 percent.

These weak hands could certainly cause an uptick in short - term volatility as they pile into and out of index funds at inopportune times.

This rally has been so strong that many global indices have gone up in a straight line, registering gains up to 300 % over that time period with volatility hitting historical lows.

The reality is that rising volatility as measured by the CBOE Volatility Index, or VIX, «is only a reflection of volatile movements in the market — it is not a predictor of future returns,» David Kotok, the head of Cumberland Advisors, sent in a Friday note written by Leo Chen Ph.D. to the wealth management firm'volatility as measured by the CBOE Volatility Index, or VIX, «is only a reflection of volatile movements in the market — it is not a predictor of future returns,» David Kotok, the head of Cumberland Advisors, sent in a Friday note written by Leo Chen Ph.D. to the wealth management firm'Volatility Index, or VIX, «is only a reflection of volatile movements in the market — it is not a predictor of future returns,» David Kotok, the head of Cumberland Advisors, sent in a Friday note written by Leo Chen Ph.D. to the wealth management firm's clients.

HCI's research also suggests that investing in farmland has also provided capital protection and appreciation, with lower volatility, that has exceeded investing in gold along with an income stream that gave stronger income distribution than investing in S&P / TSX Index tracked investments.