Sentences with phrase «measure of volatility»

Another error that people make is to look at measures of the volatility of house prices, but house price indices are very poor from that point of view.

Standard deviation is a statistical measure of volatility around an expected return and a lower standard deviation is representative of lower portfolio risk.

Standard deviation is a statistical measure of volatility around an expected return and a lower standard deviation is representative of lower portfolio risk.

A: Every investor will have to make their own judgment about the market, it does seem like measures of volatility are relatively low given all the uncertainties at present.

Secondly, you can get an implied measure of volatility expectations by looking at options pricing.

However, beta is an imperfect measure of volatility in some circumstances, and it can be misleading for investors who are not careful to identify the limits of the metric's explanatory value.

In conjunction with stock valuation ratios like the price - to - earnings ratio and the price - to - earnings - growth ratio, a stock's measure of volatility known as beta can help investors build a diversified...

The CBOE VIX, Wall Street's preferred measure of volatility, has traded between 15 and 20 over the past month.

And that measure is actually the better measure of volatility or sensitivity --

The VIX is the most widely - followed measure of volatility and serves as a measure

In the past, the S&P 500 VIX measure of volatility has been highly correlated with the yield spread between corporate junk and Treasuries.

Wall Street's favorite measure of volatility has risen in six of the last seven days, signaling a possible calm before the storm for a bull market...

While it's normal for various measures of volatility and risk aversion to spike during a selloff or correction, my view is th...

To investigate, we test whether a simple measure of the volatility risk premium (VRP) for T - notes predicts returns for the iShares 7 - 10 Year Treasury Bond (IEF) exchange - traded fund.

City AM on the bleak election result in Europe's fourth biggest economy: «Italian voters left the Eurozone's third biggest economy a gridlocked political mess yesterday, with a hung parliament clobbering the euro, spooking stock markets, and sending measures of volatility soaring.

The three - month Treasury bill is considered a riskless security and is measured against securities that hold higher measures of volatility.

Many people touting optimal mixtures of stock types focus on demonstrating relatively small decreases in standard deviations (the typical measure of volatility) over many years.

Longer - term measures of volatility are also compressed.

Standard deviation i.e. measure of volatility of FD rates are 2 %

Beta becomes a less valuable measure of volatility if calculation methodology does not match investor needs, if correlation to the benchmark index is low or if tail events are incorrectly included or excluded from calculation.

Market crashes like the one in 2008 — 09 are more severe and more frequent than traditional measures of volatility would predict.

Invesco PowerShares, the fund sponsor behind the $ 31 billion Nasdaq - 100 ETF (NasdaqGM: QQQ), today launched an ETF that invests in U.S. stocks but hedges downside risk through the use of futures contracts linked to the CBOE Volatility Index, or VIX, the market's leading measure of volatility.

For an options - based measure of the volatility of the whole market, see the Volatility Index aka the «Fear Gauge», VIX.

«How to select right mutual fund scheme based on measures of Volatility?

In conjunction with stock valuation ratios like the price - to - earnings ratio and the price - to - earnings - growth ratio, a stock's measure of volatility known as beta can help investors build a diversified...

Wall Street's preferred measure of volatility, the CBOE VIX, plunged nearly 13 % on Thursday to close at 19.97.

Which is a better measure of volatility to interest rate changes?»

The VIX is the most widely - followed measure of volatility and serves as a measure for the expected future volatility of the USA's S&P 500 index.

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

Beta is a measure of the volatility, or systematic risk, of a security or a portfolio, in comparison to the market as a whole.

For markets, we're tracking these measures of volatility closely for signals.

They are designed to track the performance of sectors, commodities, bonds, currencies, indices and measures of volatility.

Standard deviation is considered a measure of volatility, representing deviation of a set of data from a mean.

Beta: a measure of the volatility of a stock (or portfolio of stocks) and how closely it correlates with the overall market bID price: the highest price potential buyers are willing to pay for a stock.

Standard deviation is considered a measure of volatility, representing deviation of a set of data from the mean.

Standard deviation is considered a measure of volatility, representing deviation of a set of data from a mean.

The beta coefficient of a stock or stock portfolio is the measure of volatility of a -LSB-...]

In that period, the large - cap value ETF handily outperformed its growth counterpart, albeit with a slightly higher standard deviation (a measure of volatility of returns).

Standard deviation of returns (a measure of volatility) for the strategy was 23.6 % vs. 13.1 % for the S&P / TSX Composite.

From 1980 through 2017, a theoretical index portfolio with equal amounts of Canadian bonds, Canadian stocks, U.S. stocks and international stocks returned 10.3 % annually with a standard deviation — a measure of volatility — of 11.6 %.

Beta: A measure of the volatility of the fund's total returns relative to the general market as represented by a corresponding benchmark index of the fund.

The common lexicon of judging investment performance starts with the implicit assumption that the unit of risk is a measure of the volatility of the portfolio.

The Vanguard sector portfolio had the second highest alpha and Sharpe ratio as well as the second lowest standard deviation (a measure of volatility of returns).

Consistent with this, we primarily view risk as not meeting this objective, rather than measures of volatility (or tracking error).

The fund's standard deviation, a measure of volatility of returns, was about 0.5 % higher than that of the reference ETF portfolio.

At about 13.6 %, the fund's standard deviation (a measure of volatility of returns) was only 0.2 % higher than that of the reference portfolio.

Finally, if you want to reduce the wild price swings in your portfolio then look for companies with a low beta — a measure of volatility.