Sentences with phrase «measures of the volatility of»

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).

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.

The same strategy I back - tested, produced a much greater downside deviation (a measure of the volatility of negative returns) than the index.

The standard deviation of the fund, a measure of volatility of returns, was slightly higher than that of the reference portfolio.

Beta — a measure of volatility of a stock in comparison to the market as a whole; the risk of owning stocks in general; or an investment's sensitivity to the market.

At 15.1 %, the fund's standard deviation, a measure of volatility of returns, was about 2.4 % higher than that of the reference ETF portfolio.

Beta is a measure of volatility of a security or a portfolio in comparison to the Market as a whole.

The beta coefficient of a stock or stock portfolio is the measure of volatility of a stock or stock portfolio's return versus that of the rest of the market.

The volatilities of the factor portfolios are a measure of the volatility of a long — short portfolio; in other words, these volatilities measure the volatility of the return difference between the long and the short portfolios.

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

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.

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.

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

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.

The Bank of Canada prefers a trio of inflation measures that adjust for that sort of volatility.

Even if Canada doesn't start dropping payloads of cash itself — something Cooper says he does not foresee in the next three years, at least — the ripple effect of a central bank explicitly targeting higher inflation and adopting formerly verboten measures to get it would be felt on these shores in the form of increased global volatility.

The latest release saw sales volume decline by 1.0 % between April and May, though there has been a great deal of volatility in this measure over the past few months, so it would not be surprising to see a reversal next month.

The chart shows the number of transactions in Treasury bonds divided by the MOVE index, or Merrill Lynch Option Volatility Estimate, which measures Treasury market vVolatility Estimate, which measures Treasury market volatilityvolatility.

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

Formally called the Cboe Volatility Index, the VIX measures market expectations of near - term volatility conveyed by S&P 500 stock index optiVolatility Index, the VIX measures market expectations of near - term volatility conveyed by S&P 500 stock index optivolatility conveyed by S&P 500 stock index option prices.

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

From our definition there flows an important corollary: The riskiness of an investment is not measured by beta (a Wall Street term encompassing volatility and often used in measuring risk) but rather by the probability — the reasoned probability — of that investment causing its owner a loss of purchasing power over his contemplated holding period.

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.

Stocks are falling as traders worry about rising interest rates, and volatility as measured by the VIX has jumped to its highest since the market turmoil of August 2015.

The four - week moving average of claims, seen as a better measure of labor market trends as it irons out week - to - week volatility, fell 3,250 to 289,750 last week.

The four - week moving average of initial claims, viewed as a better measure of labor market trends as it irons out week - to - week volatility, fell 2,250 to 229,250 last week.

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

Volatility as measured by the VIX, which had surged on the recent downwards moves, dropped by 4 points to roughly 18.5, eversing all of its jump over the past week.

As for last week's market activity, Jones said that on Thursday we saw a five standard deviation (that's a volatility measure) kind of movement in one day.

To measure this, Suttmeier relies on the VXV / VIX ratio, which provides an indication of where volatility is headed.

In a guest post in The High Frequency Trading Review, Narang freely admits that «there has been an increasing incidence, in recent times, of days exhibiting unusually high volatility (measured as days when the close - to - close return, or alternatively, the high - low trading range are large in magnitude).»

Given that valuations were already rich when the VIX, a commonly used measure of S&P 500 volatility, was at 10, a doubling of volatility suggests stocks should be trading closer to 16 or 17 times earnings, not 21.

The market volatility index, otherwise known as the VIX and even better known as the fear gauge — a measure of the expected volatility of U.S. stocks — has surged to the highest level in more than two years.

Bond traders also keep an eye on the VIX, a measure of stock - market volatility, since it has historically been highly correlated to the performance of stocks: rising when stocks sell off and falling when stocks rally.

The CBOE Market Volatility Index ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market voVolatility Index ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market volatilityvolatility).

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

The VIX Index, which measures the implied volatility of the S&P 500 Index, is now hovering near 20 — double its January low.

The reality is that rising volatility as measured by the CBOE Volatility Index, or VIX, «is only a reflection of volatile movements in the market — it is not a predictor of future returns,» David Kotok, the head of Cumberland Advisors, sent in a Friday note written by Leo Chen Ph.D. to the wealth management firm'volatility as measured by the CBOE Volatility Index, or VIX, «is only a reflection of volatile movements in the market — it is not a predictor of future returns,» David Kotok, the head of Cumberland Advisors, sent in a Friday note written by Leo Chen Ph.D. to the wealth management firm'Volatility Index, or VIX, «is only a reflection of volatile movements in the market — it is not a predictor of future returns,» David Kotok, the head of Cumberland Advisors, sent in a Friday note written by Leo Chen Ph.D. to the wealth management firm's clients.

If markets pick back up venture funding will return as it was before the 3 - day, 10 % correction but if the VIX goes up (a measure of expected volatility in the stock market) then expect rounds to take longer.

Portfolio projects will incorporate only commercially - proven technologies and will employ active measures to mitigate project risks through contracted sales of energy and products, secure resources, and strategies to minimize the impact of commodity volatility.

Looking at monthly Bloomberg data from 1994 to the present, changes in the VIX Index, a measure of U.S. equity volatility, explain nearly 20 % of the variation in the relative return between gold and the S&P 500 Index.

Our paper examines a comprehensive suite of volatility measures including actual volatility, volatility implied by option pricing, beta, credit default spreads, preferred stock yields and earnings price ratios.

The chart below depicts realized stock market volatility and the VIX measure of expected volatility as implied by options.

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.

The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options ExchanVolatility Index, known by its ticker symbol VIX, is a popular measure of the stock market's expectation of volatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchanvolatility implied by S&P 500 index options, calculated and published by the Chicago Board Options Exchange (CBOE).

Market volatility — as measured by the VIX (the so - called «fear index»)-- surged 80 % in the first quarter of the year.

A common measure of expected stock market volatility is about to double its level from early January.

This aversion is inherent in the loonie's opposition to the VIX, a measure of stock volatility.