Sentences with phrase «low volatility market»

He even goes on to say that because of the currently low volatility the market can be seen as less risky, while the data on volatility - indexes clearly indicates, that they can snap back very quickly, as stock - markets correct / fall.

If a market which typically moves 17 points in a day has only moved 8 points in low volatility market, then a binary option with a strike price 15 points below the market price has a higher probability of staying in the money until expiration.

Simply put, a market experiencing a high level of volatility will have a higher ATR, and a low volatility market will have a lower ATR.

For example, some traders tag the timeframe the trade was taken on, whether it was counter-trend or with the trend, if it was during high or low volatility markets etc..

Trading only on the first bar has under performed since there are many «head fakes» in lower volatility markets.

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.»

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 23 - Hamstrung by a renewed slump in volatility and lack of clear market direction, FX and bond speculators are making historically big bets on a lower dollar and higher yields.

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.

They're just as applicable in low - volatility markets as they are in the higher volatility markets with big swings.

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.

In a falling market, you want the large - cap dividendpaying stock that has low beta (a measure of volatility), he says.

«The surge in market volatility has led to lower consumer confidence and the economy is near full employment.

Overall, the market's recent propensity for large moves shows the low - volatility doldrums of 2017 are over and suggests multihundred - point Dow fluctuations are the new normal.

On Monday, Gerspach said Citi's trading revenue could fall 15 percent, citing low market volatility.

Then during an interview with Bloomberg Television early last month, he downplayed a series of market headwinds, saying that «the only real problem now is low liquidity and market volatility.»

CNBC's Mike Santoli reports on how ETFs for low - volatility stocks are performing in these choppy markets.

European markets continued lower on Monday afternoon as investors focused on fresh data from the euro zone and volatility in oil markets.

Matthew Riley, head of research at Natixis Global Asset Management, told CNBC on Monday that «there's a lot of uncertainty at the moment, certainly geopolitical uncertainty from what we read is pretty much high although market volatility is quite low.

UBS also achieved its net cost reduction target of 2.1 billion Swiss francs but highlighted that low market volatility could affect client activity in its wealth management business.

Yet its persistence and volatility — from as low as 1.8 percent to as high as 13 percent — indicate how a market that's captured Wall Street's attention can still be slow to homogenize.

The episode jolted the market after a measure of 60 - day volatility on the metal touched the lowest since 2005.

Examples include cash, money market funds and other low - volatility investments.

Quadratic Capital Management's Nancy Davis — who correctly predicted the blow - up in the popular wager on low volatility by hedge funds before last week's plunge — thinks the market will remain turbulent.

Quadratic's Nancy Davis, who predicted that the popular low volatility trade would implode, says the market will remain turbulent for some time.

The bands are intervals on a price that demarcate relative highs and low given current market volatility.

While market volatility was low by historic standards, helped by accommodative monetary policies, it was out of sync with increased overall uncertainty, the fund said.

Timmer: You know, the last two years until the January high, were really extraordinary times for the market, and I fear that investors got spoiled by that, because the S&P was up I think 52 % in two years and in 2017 the volatility — the standard deviation of those returns — was at an all - time low of 3.9.

With rubber prices near record lows, Halcyon Agri is looking to restore fair prices by reducing market volatility, explains CEO Robert Meyer.

«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.

Quincy Krosby, chief market strategist at Prudential Financial, says low volatility is great for M&A in U.S. markets.

Volatility in the Treasury market has sunk to a multidecade low, and that could have sweeping implications for the bond market this year.

«The market is transitioning [away] from an environment with low volatility.

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.

Peter Boockvar, Bleakley Advisory Group, and CNBC's Bob Pisani and Mike Santoli discuss whether low - volatility ETFs are a good protective investments in choppy market environments like we've seen recently.

Elevated valuations, low volatility and secularly low interest rates are unlikely to be allies for robust financial market returns over the next five years,» the fund company cautioned in its report.

«Asset values such as the stock market are at all - time highs, every major industry around the world last year grew by more than 20 percent, volatility is at an historic low.

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.

For roughly the past 12 months, the net market movement has been flat (just slightly lower after the past several days), despite increased volatility.

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.»

Although it is fair to say that the recent uptick in volatility has in part reduced earlier concerns about prolonged low volatility and associated reach - for - yield behavior, it has placed added focus on the resilience of liquidity, particularly in markets, such as the market for corporate bonds, that may be prone to gapping between liquidity demand and supply in stressed conditions.

Market volatility is low, U.S. census data shows income gains have reached the middle class, and workers are clawing back a larger share of national income.

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

This sector offers something that's becoming ever harder to find in today's market: undervalued companies with low volatility and stable revenues.

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.

Low volatility today likely in part also reflects investors seeking income by selling volatility in options markets.

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.

Market volatility (vol) has been testing lows, but low - vol regimes are the historical norm, not the exception, we find.

Inflation and interest remain low and the stock market, even with its recent volatility, is still at historical highs.

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.