Sentences with phrase «of equity market volatility»

Low volatility is in the headlines, with the VIX gauge of equity market volatility sitting near its lowest levels since the early 1990s.

While the VIX and other measures of equity market volatility are flirting with historic lows, volatility in other asset classes remains elevated relative to the summer levels.

The asymmetric volatility phenomenon is the observed tendency of equity market volatility to be higher in declining 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.»

James Barty, European equity strategist at Bank of America Merrill Lynch, discusses investor strategies when it comes to China's market volatility.

The prospect of inflation coming back caused a lot of investor anxiety and consideration to the impact on equity markets, so we saw broad volatility.

Mike Gallagher, head of markets research at Continuum Economics, discusses volatility in the equity market.

«These homes are stores of value and they have proven over time to have a positive return without the kinds of volatility you get in equity markets.»

Citigroup said the sharp rise in stock trading revenue was a byproduct of increased market volatility in equity markets.

The determination of Albertsons» majority owner, private equity firm Cerberus Capital Management LP, to carry out the IPO despite volatility in the stock markets underscores its confidence that it can fetch a high valuation for Albertsons.

It isn't just equities: Bank of America Merrill Lynch has a Move Index that looks at expected volatility in the U.S. Treasury market.

«This is not the first time that massive volatility has found its way into the Chinese equity market,» said Peter Alexander, the founder and managing director of Z - Ben Advisors, a financial consultancy based in Shanghai.

Goldman also pointed to some technical factors producing headwinds that are normalizing, including pressure on short - term funding markets due to repatriation of cash parked in short - term credit, and reduced appetite for selling equity volatility.

Such developments are characteristic of the current high volatility of China's mainland equity markets, Shanghai and Shenzhen, capping a year of exceptional gains.

Macro: The Macro strategy's strongest contributions came from long equity and Energy - sector positioning as low volatility and sustained, upward trends in these markets continued driving returns throughout most of January.

However, if real rates remain low, gold will continue to attract attention as a potential store of value which may offer a ballast to equity market volatility.

The model is both objective, using elements such as volatility of past operating revenues, financial strength, and company cash flows, and subjective, including expected equities market returns, future interest rates, implied industry outlook and forecasted company earnings.

And, as noted by Christopher Metli, in our Institutional Equity Division, there was an unusually high number of volatility shorts in the market heading into this week, which may help to explain (some of) the large swings in VIX.

Given the recent volatility in US equities, perhaps now is a good time to analyze the current state of the financial markets.

Credit spreads historically have shown a close relationship with the VIX gauge of U.S. equity market implied volatility.

The investments are subject to the volatility of the financial markets, including that of equity and fixed income investments in the U.S. and abroad, and may be subject to risks associated with investing in high - yield, small - cap, and foreign securities.

PLANADVISER presents an impromptu Q&A with John Diehl, senior vice president of strategic markets for Hartford Funds, on the subject of market volatility and keeping a long - term perspective amid big equity price swings.

They are searching for yield but interest rates from fixed income products have generally been low, and there is fear that equity markets could be nearing a period of intensified volatility.

We've had some market volatility this year that we've seen that may make some investors uncomfortable, but the reality of it is, the conversations we were having up to this point is, make sure you rebalance your portfolio to make sure that you're not taking on too much equity risk, and that your asset allocation is aligned to meet your goals.

The fund adjusts its allocations daily based upon equity and bond market volatility, correlation between the bond and equity indexes, and the yield - to - maturity of the bond index.

Volatility in equity markets is, of course, not always a reflection of weak economic fundamentals.

Since then, U.S. equity market volatility has continued to decline; last week, the VIX Index — a commonly used measure of equity volatility — dropped below 11, the lowest level since the summer of 2014, before the U.S. travel ban - related selloffs sent the index climbing earlier this week to near 13.

The iShares Edge MSCI Min Vol Emerging Markets ETF seeks to track the investment results of an index composed of emerging market equities that, in the aggregate, have lower volatility characteristics relative to the broader emerging equity mMarkets ETF seeks to track the investment results of an index composed of emerging market equities that, in the aggregate, have lower volatility characteristics relative to the broader emerging equity marketsmarkets.

None of the factors consistently generated positive performance during recent market crashes However, almost any factor exposure would have increased the risk - return ratio of an equity - centric portfolio Low Volatility and Mean - Reversion would have been most beneficial, Momentum least INTRODUCTION A

Volatilities of V — G returns appear to rise during U.S equity bear markets.

«If we start to see equity markets selling off and volatility moving higher, the way that global capital flows move is there's usually repatriation of Japanese investors having overseas investments where they bring that money home, and U.S. investors also tend to bring their money home,» he said.

Henri Leveque, leader of PwC's US capital markets and accounting advisory services, says: «Driven by increasing investor appetite for growth companies, low volatility and strong equity markets, the field of IPOs has continued to broaden across industry sectors.

Although we can not guarantee how the fund will perform in the future, NEARX has historically shown an ability to dodge the dramatic swings and volatility in the equity market, similar to the ones we experienced during the first decade of the century.

, San - Lin Chung, Chi - Hsiou Hung and Chung - Ying Yeh examine the predictive power of investor sentiment for different kinds of stocks during bull (low - volatility, expansion) and bear (high - volatility, recession) equity market regimes.

Overall, implied volatilities of foreign exchange rates have exhibited a less clear trend than those observed in equity and fixed - interest markets.

February's volatility in the equities market was a reminder of how important it is to keep money for short - term goals out of the stock market.

In spite of the Chinese stock market's perceived relative unimportance, the Chinese authorities have pulled out all the stops to ensure that equity volatility does not spill over into the wider economy.

In this box we use the implied volatility of options [1] to contrast fixed - interest and equity markets, where implied volatility has declined noticeably, with foreign exchange markets where volatility has not fallen as sharply.

After flirting with multiyear lows for most of the first quarter, equity market volatility is starting to stir from its slumber.

The recent levels of implied volatilities for the three major overseas equity markets are low, but not unprecedented.

The stock market has taken investors on a wild ride in recent days, but Mike Wilson, Morgan Stanley's chief investment officer and chief U.S. equity strategist, doesn't think the sudden spike in volatility portends the start of a bear market.

While the early - 2017 Federal Reserve minutes «expressed concern [about] the low level of implied volatility in equity markets,» it is worth noting that the SPX implied volatility levels at both 80 % and 90 % moneyness (corresponding with out - of - the - money puts used for portfolio protection) generally were much higher than the VIX levels.

Dividend stocks are enticing to investors during periods of volatility because in such a market they tend to perform well relative to more growth - oriented or higher - risk equities.

The VIX, a measure of the expected equity - market volatility as determined by put and call prices on S&P 500 Index options, trailed lower in 2017 and remains well below its historical average.

By using a range of asset classes such as equities, fixed income, foreign investments and commodities, among others, you can more effectively manage volatility during challenging market cycles.

High Risk — Income (H / INC) Medium to higher risk equities of companies that are structured with a focus on providing a meaningful dividend but may face less predictable earnings (or losses), more leveraged balance sheets, rapidly changing market dynamics, financial and competitive issues, higher price volatility (beta), and potential risk of principal.

If much of the investment into bond mutual funds that has occurred the last couple of years is for purposes of dampening the volatility of a portfolio — and with the 10 - Year Treasury yield at 1.8 percent it's difficult to argue for a different motivation - then it's important to think through the thesis that bonds will defend a balanced portfolio in an equity bear market in the same way they have, especially to the extent they have in the last two bear markets.

I have underlined several times that while we did see volatility in the equity market in Q1» 18, the bond market was numb to any market movements; while Treasuries were falling, junk bonds didn't widen much compared to how they were trading at the beginning of the year.

A number of factors appear to have contributed to the selloff in equity markets that commenced last week and picked up steam in a volatility - driven decline on Monday, 5 February.

Before late January injected a surge of volatility into equities, driven by investor fears over a handful of factors including rising rates, tightening monetary policy, more regulation on big tech and rising global trade tensions, investors were smooth sailing on the nine - year bull market.