Sentences with phrase «low equity market volatility»

Not exact matches

The minutes of the Fed's June meeting noted that «some participants suggested that increased risk tolerance among investors might be contributing to elevated asset prices more broadly; a few participants expressed concern that subdued market volatility, coupled with a low equity premium, could lead to a build - up of risks to financial stability.»

Equity markets are up so far this year, while volatility in the U.S. bond market is near its lowest level since late 2014.

Some people wonder whether now's the time to own low - volatility equities, given that the market has fallen so much and could be due for an upswing.

Macro: The Macro strategy's strongest contributions came from long equity and Energy - sector positioning as low volatility and sustained, upward trends in these markets continued driving returns throughout most of January.

However, if real rates remain low, gold will continue to attract attention as a potential store of value which may offer a ballast to equity market volatility.

As calm markets pushed volatility to record lows, some strategies increasingly accepted bets against calm markets in order to fund equity positions.

Our view is that the equity markets have low volatility because we have been experiencing low volatility in the things that drive equity prices — interest rates, economic data and corporate earnings.

They are searching for yield but interest rates from fixed income products have generally been low, and there is fear that equity markets could be nearing a period of intensified volatility.

Since then, U.S. equity market volatility has continued to decline; last week, the VIX Index — a commonly used measure of equity volatility — dropped below 11, the lowest level since the summer of 2014, before the U.S. travel ban - related selloffs sent the index climbing earlier this week to near 13.

Does low U.S. equity market volatility equate to widespread investor complacency?

The iShares Edge MSCI Min Vol Emerging Markets ETF seeks to track the investment results of an index composed of emerging market equities that, in the aggregate, have lower volatility characteristics relative to the broader emerging equity mMarkets ETF seeks to track the investment results of an index composed of emerging market equities that, in the aggregate, have lower volatility characteristics relative to the broader emerging equity marketsmarkets.

Only equity market investors are convinced that volatility will remain low in the near term.

While the VIX and other measures of equity market volatility are flirting with historic lows, volatility in other asset classes remains elevated relative to the summer levels.

None of the factors consistently generated positive performance during recent market crashes However, almost any factor exposure would have increased the risk - return ratio of an equity - centric portfolio Low Volatility and Mean - Reversion would have been most beneficial, Momentum least INTRODUCTION A

Low volatility is in the headlines, with the VIX gauge of equity market volatility sitting near its lowest levels since the early 1990s.

Henri Leveque, leader of PwC's US capital markets and accounting advisory services, says: «Driven by increasing investor appetite for growth companies, low volatility and strong equity markets, the field of IPOs has continued to broaden across industry sectors.

, 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 think the secular equity bear market we are currently in could continue for several more years, thus, lower volatility dividend stocks may offer some protection while still providing equity exposure.

This stands in contrast to equity and fixed - interest markets where implied volatilities are close to their historical lows (see Box A).

For nearly a decade, ultra-low interest rates meant the historic and natural relationship between debt accumulation and default rates broke down, generating sustained low volatility in both credit and equity markets.

After flirting with multiyear lows for most of the first quarter, equity market volatility is starting to stir from its slumber.

The recent levels of implied volatilities for the three major overseas equity markets are low, but not unprecedented.

While the early - 2017 Federal Reserve minutes «expressed concern [about] the low level of implied volatility in equity markets,» it is worth noting that the SPX implied volatility levels at both 80 % and 90 % moneyness (corresponding with out - of - the - money puts used for portfolio protection) generally were much higher than the VIX levels.

Now, as many investors worry about a global growth slowdown, rising rates and higher volatility in U.S. equity markets, dividend growers offer potential opportunities due to their healthy balance sheets, as well as better valuations, and lower volatility.

The VIX, a measure of the expected equity - market volatility as determined by put and call prices on S&P 500 Index options, trailed lower in 2017 and remains well below its historical average.

Yet, despite the many bulls claiming low volatility is historically normal, and therefore not a warning sign, evidence is beginning to mount that U.S. equity markets may be near a volatility - driven tipping point.

In either case, the portfolio has had relatively low drawdown and volatility with recent returns outpacing equity markets.

ACM's aim is to deliver strong absolute returns in all market environments, with relatively low volatility and low correlation with overall equity markets.

Equity market volatility is historically low despite persistent political uncertainty.

The foreign exchange market has a dire warning for equity market: the low U.S. dollar is accompanied with heavy volatility.

Q: In spite of different risk factors, equity - market volatility remains near historic lows.

As the investor approaches retirement, they shift equities to the MSCI USA Minimum Volatility Index, designed to match the market return at lower risk.

Equity market volatility has increased from the very low levels of last year, partly because of concerns about the direction of international trade policy in the United States.

In the event of financial turmoil affecting the banking system and financial markets, additional consolidation of the financial services industry, or significant financial service institution failures, there could be tightening in the credit markets, low liquidity and extreme volatility in fixed income, credit, currency and equity markets.

The past year brought steady gains and remarkably low level of volatility in the world equity markets.

One of the great anomalies of investing: The historical long - term outperformance of certain smart beta or factor - based strategies relative to the broader equity market (think choosing stocks based on their valuations, momentum, low volatility or quality metrics such as profitability).

Equity market volatility, as measured by the VIX, touched its lowest level in 42 years in August.

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.

The offering of the new ETFs has closed, and they will begin trading on the Toronto Stock Exchange today: BMO Low Volatility International Equity Hedged to CAD ETF (Ticker: ZLD): This ETF is designed for investors looking to invest in international equities with greater downside protection than market capitalization weighted products.

In the first half of 2017, equity markets across the world were characterized by low volatility, both in realized terms and in implied measures such as VIX ®.

Once you understand this strategy, you'll appreciate why the iShares MSCI Canada Minimum Volatility (XMV) looks a lot more like a broad - market Canadian equity ETF than its counterparts, the BMO Low Volatility Canadian Equity (ZLB) and the PowerShares S&P / TSX Composite Low Volatility equity ETF than its counterparts, the BMO Low Volatility Canadian Equity (ZLB) and the PowerShares S&P / TSX Composite Low Volatility Equity (ZLB) and the PowerShares S&P / TSX Composite Low Volatility (TLV).

The argument for investing in emerging markets through a balanced fund is simple: they combine higher returns and lower volatility than you can achieve through 100 % equity exposure.

«On one hand we now have lower volatility and many good fundamental developments, and on the other hand an equity market which has already delivered some solid gains.

Now, as many investors worry about a global growth slowdown, rising rates and higher volatility in U.S. equity markets, dividend growers offer potential opportunities due to their healthy balance sheets, as well as better valuations, and lower volatility.

If markets continue to weaken in the next few weeks, I'd add to sister fund BMO Low - Volatility US Equity ETF (ZLU / TSX), which holds stocks like McDonalds, AT&T and Verizon.

Event Driven and Low Volatility strategies fared best while Market Neutral, Long / Short Equity, Long / Short Credit, Currency, and MultiStrategy had a modicum of skill.

Some are trying to deliver a market neutral return; others are trying to outperform an equity or fixed income benchmark with lower volatility.

In either case, the portfolio has had relatively low drawdown and volatility with recent returns outpacing equity markets.

A paper titled Country and Sector Drive Low - Volatility Investing in Global Equity Markets finds that a portfolio of low - risk stocks formed from the cap - weighted MSCI World Index has a return that is higher than that of the index itseLow - Volatility Investing in Global Equity Markets finds that a portfolio of low - risk stocks formed from the cap - weighted MSCI World Index has a return that is higher than that of the index itselow - risk stocks formed from the cap - weighted MSCI World Index has a return that is higher than that of the index itself.

The fund combines a portfolio of domestic and foreign equity securities, including emerging markets securities, with the use of alternative investment strategies to provide growth with lower volatility.