Sentences with phrase «monthly volatility»

The prices are trading nearly at spot, which is trivial for an asset with a minimum of 20 % of monthly volatility.

The prices are trading nearly at spot, which is trivial for an asset with a minimum of 20 % of monthly volatility.

The new home sales series from the US Census Bureau exhibits monthly volatility because of a small sample size.

The new home sales series from the U.S. Census Bureau exhibits monthly volatility because of a small sample size.

Yet, while duration is higher by one year, the maximum monthly volatility is about the same; neither exceeds 2.5 % for the period measured, a period that includes some of the most volatile bond market conditions since the 1970s.

Below we've charted the average monthly change in the Dow Jones Industrial Average against its concurrent monthly volatility.

He then regresses monthly volatility versus next - month volatility to predict next - month volatility.

Unexpected volatility is the series of differences between predicted and actual monthly volatility.

The job market is clearly on the path to full employment and solid monthly gains are particularly evident once we average out the monthly volatility in the data... Read more

Looking through the monthly volatility, this series has shown no trend over the past few years.

Looking through the monthly volatility, employment appears to have grown at slightly above its trend rate over the past year (Graph 41).

As illustrated in Exhibit 1, the monthly volatility of the S&P 500 ® is negatively correlated with its monthly returns.

Despite the monthly volatility, the trend in the share of respondents planning to buy a home within six months has been climbing.

«Although some of the decline in today's release could be attributed to monthly volatility, the overall report was discouraging, as consumers reported being increasingly pessimistic about their current economic situations, as well as their expectations of future income growth,» according to Barclays.

Overall, despite the monthly volatility, the trends in the shares of respondents planning to buy a new home and the shares of respondents planning to buy a lived - in home within six months are climbing up from the trough and consumer confidence remains at a relatively high level by historical standards.

The dashed line is the six - month moving average of the blue line to smooth the monthly volatility.

As shown in the figure below, despite the monthly volatility, the underlying trend in the share of respondents planning to buy a new home within six months has been moving upward since 2012.