With record
low levels of volatility, the index has returned nearly 20 % this year.
The bonds generate a guaranteed rate of cash (low to medium levels) with low volatility and high liquidity, while real estate generates a high level of cash (potentially) with
low levels of volatility and low liquidity.
Yet, various factors contributed to
the low levels of volatility seen in 2017.
From our perspective, a reversion from the unprecedented
low levels of volatility was to be expected — perhaps even welcomed.
Right now both the bond and stock markets are reflecting
low levels of volatility.
In a news release, Goldman said trading was «a challenging environment characterized by
low levels of volatility and low client activity.»
«This analysis does show that it usually takes some time to trade at
low levels of volatility after a spike to historically elevated levels.
The caveat would be that we have never seen a spike above 35 before from near record
low levels of volatility.
The short - term group of averages, which reflects the way traders are thinking, shows
a low level of volatility.
This was a function of the low level of market yields, as well as
the low level of volatility and yield movements.
It aims to deliver these returns with
a lower level of volatility than the broader Australian stock market over the medium to long term.
Furthermore, it seeks to achieve these returns with
a lower level of volatility than the broader Australian stock market over the medium to long term in order to smooth returns for investors.
We believe that central - bank liquidity and better - than - expected global economic data contributed to
the lower levels of volatility.
This indicator is not typically used as part of a detailed trading method, but by pinpointing higher or
lower levels of volatility it can help traders decide the -LSB-...]
The past year brought steady gains and remarkably
low level of volatility in the world equity markets.
I think a managed, multi-asset approach to income investing that invests specifically for attractive yield at
lower levels of volatility makes good sense today.
For this reason, merely targeting
the lowest level of volatility appears counterintuitive, and a more satisfactory approach would be to target risk reduction by assigning a risk budget across different commodities and sectors.»
However, what is unprecedented in this market rally is the extremely
low level of volatility.
This was a function of the low level of market yields, as well as
the low level of volatility and yield movements.
Realistically though, being market - neutral, the Alpha Portfolios would probably deliver a lower return (particularly in a rising market), but at
a lower level of volatility.
A low beta does not imply that the portfolio has
a low level of volatility; rather, a low beta means that the portfolio's market - related risk is low.
During portfolio reviews, discussions often turned to how regularly the equity market indices had been reaching new highs and the very
low level of volatility they had exhibited.
Because bitcoin and Ethereum have significantly larger market valuations and daily trading volumes in comparison to other cryptocurrencies, bitcoin and Ethereum tend to decline or increase by smaller margins, showing
a lower level of volatility.
Not exact matches
The four - week moving average
of initial claims, considered a better measure
of labor market trends as it irons out week - to - week
volatility, fell 1,250, to 231,250 last week, the
lowest level since March 31, 1973.
LONDON, April 20 - British emerging markets - focused hedge fund Onslow Capital Management has closed after a long period
of low volatility hit returns and assets fell below a sustainable
level, it said in a letter to investors.
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.
«While we believe most
of the price damage is over for this correction, we do not think we are going to return to the same
level of low volatility of the recent past,» he said.
The benchmark index for equity
volatility rose to more than twice its
level the day before, crushing bettors who'd gotten used to years
of very
low volatility.
«Even if
volatility falls notably from here which history says is likely after such a spike, we find it difficult to imagine the market being prepared to drive it down to the record
low levels of [the second half
of] 2017 anytime soon given the shock seen this week,» they say.
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.
When asked if he was worried about U.S. shale producers ramping production and eclipsing the recent international cuts, Novak said, «Undoubtedly the joint action by many countries to achieve the balance and to reduce the output are aimed at giving stability to the market and as a result we see a great
level of investment,
lower volatility, prices stabilizing at a certain
level, which does play out to move investment going into shale production so one needs to assess the overall supply and demand balance.»
With the
volatility index hitting its
lowest level of the year, one trader placed a large bet that stocks will continue to rally.
And matters weren't helped much as
volatility hovered close to the
lowest levels on record, sapping the market
of the price swings so crucial for active managers to prove their bonafides.
And matters weren't helped much as
volatility hovered close to the
lowest levels on record, sapping the market
of the price swings so crucial for active managers to prove their bona fides.
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.
While it's tempting to buy
volatility at these
low levels, history shows that in the absence
of a catalyst,
volatility can stay
low for extended periods.
Although market
volatility has retreated from its unprecedented February spike, it has not abated to the
low levels that investors had become accustomed to over the past couple
of years.
Seeks to provide a high
level of current income, while providing
lower volatility than a fund that invests in fixed - rate securities.
With market
volatility hitting multi-decade
lows, junk bond yields also at record
lows, the median price / revenue ratio
of S&P 500 constituents at a record high well - beyond 2000
levels, and the most strenuously overvalued, overbought, overbullish syndromes we define, I'm increasingly concerned about the potential for an abrupt «air pocket» in the prices
of risky assets that could attend even a modest upward shift in risk premiums.
For that reason, we would not rely on defenses that require the execution
of stop - loss orders, being more inclined toward index put options, particularly given
low levels of implied
volatility here.
With Group
of Seven (G7) sovereign bond yields at historically
low levels, some income - seeking investors have turned to higher -
volatility securities like dividend - paying stocks in an attempt to capture additional income.
Lower levels of implied
volatility mean less income from each call option sold.
Today's realized
levels of volatility stand at historically
low levels — even for a
low - vol regime such as the one we see persisting today.
All else equal,
volatility in bond prices from interest rate moves is higher the longer you go out on the maturity and duration spectrum and the
lower the
level of interest rates.
This high
level of volatility gives investors the opportunity to enter into the stock, and potentially buy at an artificially
low price.
At this point, we would find it difficult to imagine that we will return to the prior record
low levels of market
volatility.
Bonds exhibit much higher
volatility at
lower levels of interest rates.
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.
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.
And while
volatility subsequently fell back, it has still not returned to the
low levels of 2017.