Sentences with phrase «measure of volatility around»

Not exact matches

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.

Since the oldest of these ETFs, SPLV, has been around for only 29 months, volatility and Sharpe Ratio measures are not yet available from Morningstar or other providers that require at least three years of a fund's history.

A popular measure of stock market volatility, VIX, was at 14 at the beginning of 2017, and around 12 when I made the prediction.

SD is a measure of volatility — or more specifically, how much returns vary around the average.

This is in contrast to most of what we read and hear that risk is measured based on the volatility of an asset, or how much it bounces around.

And to quantify that volatility in a mutual fund ETF or portfolio of investments, investors typically turn to standard deviation, a measure that calculates how much an investment's annual return fluctuates around its long - term average annual return.

Each panel displays Pearson's correlations between one measure of breed popularity (total number of dogs, breed volatility, rates of increase and decrease around popularity peaks) and the 14 behavioral variables assessed by the C - BARQ questionnaire (Table 1).

With the monthly historical volatility of the S&P 500 since 1950 measured at 14 %, this means Bitcoin is around 4.25 times more volatile than the S&P 500.